[Cold diuresis](http://www.arkansasurology.com/blog/what-is-cold-diuresis). To preserve body heat, blood vessels near our extremities constrict, causing a rise in blood pressure for some people. To lower the blood pressure, the kidneys start filtering out some water to reduce the amount of liquid in the system, resulting in more urine.
It is a (very) early sign of hypothermia, so bundle up.
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