I was going to say, I thought we've known this for at least two decades.
Depression is considered an inflammation-associated disorder, and improper/constant activation of cross-reactive inflammation pathways eats into mitochondrial energy production (The Powerhouse Of the Cell(tm)), which means energy that would go keeping you warm isn't.
The body, for some adaptive reason (and presumably a good one), doesn't turn up energy production to compensate.
Depression is considered an inflammation-associated disorder, and improper/constant activation of cross-reactive inflammation pathways eats into mitochondrial energy production (The Powerhouse Of the Cell(tm)), which means energy that would go keeping you warm isn't.
The body, for some adaptive reason (and presumably a good one), doesn't turn up energy production to compensate.