Rotten Allergies

Can a person be allergic to the cold? I don't remember a skin prick to determine a reaction to a cold air allergen. But, all the same, I walk outside and begin to sneeze. I breathe in the freezing air, which triggers an asthma attack that can last all day. I would stay inside, but with my heater "on the fritz" (no pun intended to my landlord, Mr. Fritz), the air in my home is almost as cold as the air outside. And, ironically, I appear to be allergic to a nice, warm, cozy fire, too.