What is the name of this allergy

During winter, when I exit a cold place and enter a warm place my skin itches me. It usually started in my head then goes down to my legs. It will calm down if I go back to cold weather or after few minutes of suffering of the torture of the itching in the warm weather. The allergy appears also when I am getting embarrassed. generally it comes when the blood is moving faster in my blood vessels IN WINTER ONLY. It completely disappears during summer. What is the name of this allergy and how can I treat it.