Without a doubt, this was a portion of Roy's power that he had transmitted to Arthas through Frostmourne, allowing Arthas to experience what it meant to be a demon king.
Arthas reveled in this great power. He felt that if he wanted to, he could even freeze the entire continent of Lordaeron with a single blow.
Unfortunately, this power came and went quickly. After Roy let him experience it, he son withdrew it. This sudden feeling of falling back to square one made Arthas feel very uncomfortable, as though he had suddenly become empty.
Looking at Frostmourne in his hand, Arthas was not as happy as he was at the beginning. Comparisons were the scariest. Previously, he thought that the power bestowed upon him by the Lich King Ner'zhul was very powerful, but he no longer thought so. A stronger existence easily crushed the shock that Ner'zhul had given him.