I had a graphical bug, and possibly an effect bug with a regular furnace. Even when it had zero fuel in it, it showed to be blazing. I also noticed for all days after the cold period ended, the temperature remained 22 degrees, with no fluctuation. I had previously filled the furnace to 6 fuel, and let it die down to nothing. I think the transition from cold to warm period happened as it was dying down. I did not try putting fuel in it, and the game has since ended.
Furnace at the bottom:
http://watchthereplay.com/uploads/This%20War%20of%20Mine%202014-12-17%2001-22-51-19.bmp