The "frozen Chosen" hat looks a lot like the Russian ushanka fur hat. The ushanka may be big, but it's definitely warm. There is a reason that people in such a cold country wear it!
A good friend of mine is going to St.Petersburg this summer, and a ushanka was the one thing I requested when she asked if there was anything she wants us to bring home.

I've got a decent knock-off that I wear on particularly frigid days, but given the opportunity, I'm going for the real thing!