MELPA HTTPS error (Windows)

.emacs:

(require 'package)
(setq package-archives
      '(("melpa" . "https://melpa.org/packages/")
        ("marmalade" . "https://marmalade-repo.org/packages/")
        ("gnu" . "https://elpa.gnu.org/packages/")))
(package-initialize)

Trace:

Debugger entered--Lisp error: (error "Could not create connection to melpa.org:443")
  signal(error ("Could not create connection to melpa.org:443"))
  error("Could not create connection to %s:%d" "melpa.org" 443)
  url-http([cl-struct-url "https" nil nil "melpa.org" nil "/packages/archive-contents" nil nil t nil t] #[128 "\302\303\304p#\210\300\305\240\210\301p\240\207" [(nil) (nil) url-debug retrieval "Synchronous fetching done (%S)" t] 5 "\n\n(fn &rest IGNORED)"] (nil))
  url-https([cl-struct-url "https" nil nil "melpa.org" nil "/packages/archive-contents" nil nil t nil t] #[128 "\302\303\304p#\210\300\305\240\210\301p\240\207" [(nil) (nil) url-debug retrieval "Synchronous fetching done (%S)" t] 5 "\n\n(fn &rest IGNORED)"] (nil))
  url-retrieve-internal("https://melpa.org/packages/archive-contents" #[128 "\302\303\304p#\210\300\305\240\210\301p\240\207" [(nil) (nil) url-debug retrieval "Synchronous fetching done (%S)" t] 5 "\n\n(fn &rest IGNORED)"] (nil) nil nil)
  url-retrieve("https://melpa.org/packages/archive-contents" #[128 "\302\303\304p#\210\300\305\240\210\301p\240\207" [(nil) (nil) url-debug retrieval "Synchronous fetching done (%S)" t] 5 "\n\n(fn &rest IGNORED)"] nil nil nil)
  url-retrieve-synchronously("https://melpa.org/packages/archive-contents")
  url-insert-file-contents("https://melpa.org/packages/archive-contents")
  package--download-one-archive(("melpa" . "https://melpa.org/packages/") "archive-contents")
  #[0 "\301\300\302\"\207" [("melpa" . "https://melpa.org/packages/") package--download-one-archive "archive-contents"] 3 "\n\n(fn)"]()
  funcall(#[0 "\301\300\302\"\207" [("melpa" . "https://melpa.org/packages/") package--download-one-archive "archive-contents"] 3 "\n\n(fn)"])
  package-refresh-contents()
  eval((package-refresh-contents) nil)

System:

GNU Emacs 24.5.1 via Chocolatey
Windows 10 Professional x64

mcandre/windows-melpa-https-error.md