Heat and Humidity(or the lack of) both effect wooden handles. When ya Head gets loose. Hold ya axe, hatchet, hammer, etc head down and tap the end of the handle with something. Don't get carried away though or you will drive the head too far up the handle a couple sharp taps will tighten it up just fine.
As I'm sure you are already aware, cold will cause contraction and heat brings expansion. It's simple physics and has to do with molecular movement. Normally this would not have much affect on your wooden handled axe but depending on your climate or how and where you store your tools, the wood may dry out and the lack of some moisture will allow for much greater contraction in the cold.
Put about ten inches of water in a bucket and drop the head of your axe into it for a couple hours. Take it out, wipe it dry and your good to go. It won't hurt the wood.