I've heard that when the ambient temperature is cold, people tend to want to urinate because their bladders shrink. Sometimes when I urinate, I shiver a little bit. I think this is because my body has built up a response to my shrinking bladder. That is, my body detects that my bladder has shrunken (because I'm urinating), so it reacts with a shiver because it thinks I'm getting cold.
Is this probably true, or does the urine just keep me warm before I urinate?