Food is the fuel which the body requires in order to produce more heat which will maintain body temperature. If you feel cold - eat. Exercise increases the body's production of heat, especially when large muscles groups such as those in the legs are used. More exercise - more heat. Remember, the more you exercise, the more you need to eat in order to fuel all that production of energy.
Exercise produces more heat than standing around shivering.
If you are at home and the power goes out, this is the time to do all those chores and housecleaning that you've been putting off doing. If you are planning to stay in the cold house, there are lots of things that need to be done to make your stay more comfortable and safer. If you are planning to leave the house, there are many things that need to be done before leaving to protect the house in your absence and to make your return more pleasant. All of this activity will keep you warm. Remember to remove layers of clothing to avoid sweating and to put them back on before you start to cool down.