Nimmo, M. (2004). Exercises in the Cold. Journal of Sport Sciences (22) 898-916.
If I remember correctly the above paper Showed that generally little to no adaptations occur (except slight blood flow redistribution and other minor changes) after extended periods of time training in the cold. However, I may have the papers confused. Either way, Nimmo from Loughborough has published extensive research on exercise stressors (hot/cold environments) so she is worth google searching.