From 4 Hour Body and Bulletproof Executive, both have found that Cold Exposure indeed does help raise the energy burned by your body by recruiting Brown Adipose Tissue to burn off White Adipose Tissue (Fat cells!)
Also, I find that taking a Cold Shower before going to bed helps me fall asleep drastically faster (from 30-40 minutes to less than ten minutes)
The link you posted seems think cold exposure doesn't work. Why are you doing it?