Thermostatic Radiator Valves (TRVs) have a brass pin that sometimes gets stuck down shutting off the water to the radiator. If you remove the top of the TRV by unscrewing its lower collar by hand and pulling off the control it's a very easy job to free the pin by gently pulling it up with a pair of pliers.
http://davidkearns.co.uk/plumbingtips_files/trv.gif
Is there really a jubilee clip holding it together? like this?
http://www.tool-net.co.uk/data/tools/cljuboo1234zp.jpg
You might also consider bleeding any air from your cold radiator - just in case.
Good luck...
Peccavi
September 2009