Most if not all Norwegians know this phenomena. Winter depression is considered a normal occurrence, starting right around this time of year.
Merely losing the sun behind cloud cover for an extended period of time seems to have an effect if not the quite gradual but rapid shortening of available daylight. When the weather reports start including how gray it is today, you know it's the season again.
Increasing your vitamin D3/D6 dosage and being exposed to bright blue light daily helps most people to get through the winter.
The one thing shifts the day length and disrupts the circadian more while the other doesn't give you enough light to produce vitamin b etc.