Micronized powder feels cold, why?

Quoting from this:
"You can't imagine what it's like to stare at a 500-pound barrel of color, like green. It's so fine that it feels and acts like a
liquid. You put your hand in there and it's cold -- it's a very strange substance."
Why would a very fine powder feel cold?
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Mark Thorson wrote:

Oops, the link is missing. It's a rather interesting interview with a guy who worked at a pigment factory.
http://www.mcsweeneys.net/articles/my-ankles-are-pink-and-i-dont-care-an-interview-with-harrison-behl
I find dlzc's theory the most plausible so far.
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