I find I get really cold when I don't get enough calories or wait too long between meals. It's the cold that doesn't go away either. Could you not be eating enough calories?
I have found the opposite is true lately since I've been ramping up my exercise and seem to be eating just the right amount. I've been way too hot (and today it is snowing where I am). I can't sleep at night and I sweat constantly. My last few pounds seem to be melting away too...