I have this condition too.
It is called idiopathic urticaria, meaning it is itching caused by many things, but doctors aren't sure why it happens. The symptoms can last from when you are in the cold temperatures (or whatever the case may be) until many hours, or in severe cases, days afterwards.
I will get it from the heat, from the cold, from swimming, from hormonal changes, etc. It will become worse when aggravated by exercise, like walking quickly to get out of the cold!! Usually I just avoid going outdoors for more than a few minutes to keep myself from breaking out in hives.
You can take an OTC drug beforehand to help with the symptoms if you know that you will be in an "itchy" situation, such as Benedryl. There are others that are non-drowsy, so you might want to go with them. You can talk to your doctor about which one might be the best for you to take on an "as needed" basis.