repiratory issues aside, I'm not exactly sure what studies or rumors you may be referring to... but activity in colder weather tends to burn more calories. In fact, simply being in cold weather you burn more calories, not just shivering, but also reallocating blood closer to your skin and burning cals to keep warm.
In fact a very stupid, but marginally true, way to boost your metabolism is to turn the shower cold for a bit (or take cold showers)... etc etc...
but then it's so much easier to watch diet and allocate time to working out (We ALL have 10-20 minutes a day, no matter how busy you are... most of us 3 hours of free time)...
DS