Cold weather dulling my pens?

I saw some posts about the accidental insulin in the freezer or leaving insulin in a hot car. I am great about putting my insulin in the fridge and always conscious about keeping it out of heat.

Now that I am using pens...and it was below zero degrees in NYC. I am wondering if my 20 minute walks to work have taken a toll on my insulin. I have had a few unexplained highs. Could it be??