Sometimes you're just cold!
But sometimes it's more than that.
I was feeling the same way a few months ago and used some google-fu and found it was all tied up in metabolism. Your metabolism slows down a bit as you diet and your body's focusing on things other than heating you. I experimented with it a bit and found that if I ate just below maintenance for a couple days I was a lot warmer. That got my started on calorie cycling and I haven't gotten nearly as frigid since.
I remember in another thread like this someone mentioned something about cinnamon. Might be worth looking into.