What is the origin of the word "cold joke"? What are the allusions?

Analysis:

It is actually a joke that is not funny at all, a boring joke, but it can achieve the purpose of mental relaxation because it is easy to understand.

Cold jokes generally go beyond conventional thinking, do not conform to logic and real life, and make people feel dumbfounded.

Although some cold jokes are quite funny, in any case, they will not laugh as much as those who have heard "normal" jokes.

Brainstorming is a cold joke. (especially idioms that borrow homophonic and English, and puzzles like peanuts and recent flowers)

It is said that the word cold joke comes from such a classic cold joke:

One day, the little penguin asked his grandmother, "Grandma, am I a penguin?" "Yes, of course you are a penguin." The little penguin asks his father again, "Dad, Dad, am I a penguin?" "Yes, you are a penguin. What's wrong? " "But, but why do I feel so cold?"

There is also a version:

A polar bear stayed in a daze on the ice, and when he was really bored, he began to pluck his own hair. A ..........................................

People will tell this joke: it's so cold; Then slowly, the word "cold joke" came into being.

I heard about the origin of the cold joke, but I don't know if it's true.