I remember reading about this a while ago. When it becomes colder, the thyroid gland swells, and begins releasing more of a chemical called thyroxine (spelling?). What thyroxine does, is that it lifts your metabolism, which would otherwise be painfully slow in very cold weather. You probably wouldn't survive otherwise. I think that increased nervous sensitivity is a side effect of the increased levels of thyroxine.
Hope that somehow helps (and not too late...).
Petar.