Keep yourself warm during cold weather does make sense. The influenza flu virus lasts longer if the weather is cold and relatively dry making it more infective. This maybe the reason for cold epidemics that spans from November to March in northern hemisphere and last from May until September in the southern hemisphere.
In a research published to resolve the question about why we are more prone to cold during the cold and dry winter seasons; researchers used influenza virus infected and naïve guinea pigs and changed the temperature and humidity.
They found that low relative humidities of 20%-35% were most favorable for transmission of the virus but this was blocked at a high relative humidity of 80%.
From this experiment it has been concluded that low relative humidities produced by indoor heating and cold temperatures of winter months favor the spread of influenza virus and thus results in an epidemic.
Other factors that may contribute also include indoor crowding during cold weather, fluctuations in host immune responses, and UV radiation