Unfortunately, my house furnace is located in the attic. I leave in NH so in the winter time it gets pretty cold up here. Researching the web, I found some opinions that folks say "consider building a large insulated box around the entire furnace--leaving an opening at the bottom for combustion air intake. Doing these two things would dramatically reduce the amount of warm air getting into the attic from the furnace source".

What do you think about doing this?