When cold, the body shivers involuntarily to produce heat and reduces blood flow to the extremities to protect our vital organs. To warm up, one must add clothing, move around, and, above all, cover the extremities (hands, feet, head) through which we supposedly lose the most heat.

noli's read

The explanation of shivering as a natural mechanism to generate heat via micro-muscular contractions is accurate and validated by biology. Similarly, the fact that blood circulation concentrates in the body's core to protect vital functions at the expense of the hands and feet is a very real thermal protection phenomenon. However, the idea that we lose a disproportionate amount of our heat through the extremities (notably the head) is a slightly distorted popular belief. A rigorous analysis published in the British Medical Journal by researchers Rachel Vreeman and Aaron Carroll demonstrated that heat loss is simply proportional to the surface area of exposed skin, with the head representing only about 10% of that surface. Nevertheless, because the head and face do not naturally limit their heat flow in the cold as effectively as our arms or legs, and because they are often the only parts left uncovered, the practical advice to cover them well to maintain comfort remains particularly useful in daily life.

the sources

No named source held this one up — that absence is part of the verdict.