Answer: A. None of these
Explanation: When the object loses thermal energy from a heat transfer than the tendency of the object is to get colder.
Although the object gets cold but we cannot term this as Cold Energy because there is no such term mentioned in the books.
When the molecules move quickly or slowly, they generate thermal energy. If they move quickly, they will generate higher amount of thermal energy and when they move slowly, they will less amount of the same.