How to make the reader feel cold?

Make the reader feel cold? I would say, not the place, but what happens in the story and induce a feeling of "coldness". I always feel cold whenever i get to a scary part in a book, or a part where you don't know what will happen next. In other words, a thrilling part where everything in unexpected. It doesn't necessarily have to be a cold place for the reader to feel "cold". I get goosebumps even if the story was taking place in the middle of a desert, as long as there's a scary/thriller line in the story.