In winter (during cold weather) I pee more than I usually do. Is this a known phenomenon and, if so, why would that be the case?

There is a book you should consult:
http://www.amazon.com/I.-P.-Daily/e/B004SWFUL0

My opinion:
When it’s cold, you don’t sweat out as much liquid as you do during other times of the year. The excess waste water has to come out.

Science opinion:
“A common symptom of cold weather is its effect on urine
production. Exposure to cold causes a reduction in blood flow to the
surface of the skin by constriction of blood vessels. This reduces the overall
volume of the circulatory system so increasing the blood pressure. The body’s
response to this is to reduce the fluid volume by getting rid of water in the
urine. So when you get cold, you want to pee. ”
Source
Scroll down to Getting Cold

Could it be because the furnace dries out the air and you drink more to stay hydrated?

I’ve actually noticed this phenomenon myself.

” . . . yes, patients often do report a greater sense of urinary urgency in the winter, doctors say.”

“Animal studies suggest that cold weather “can induce bladder muscle overactivity,” says Dr. Michael O’Leary, a senior urologic surgeon at Brigham and Women’s Hospital.

People may also make more urine in the winter as in the summer because in warm weather, the body gets rid of more fluid by sweating.”

Boston Globe

I think also because the body doesnt want to waste heat to keep it warm like the rest of you.

Yup, when it’s hotter you sweat.

Cold Diuresis:
“When you feel cold and have cold feet and hands do you have frequent toilet visits? Why? The body protects vital organs from cooling by reducing the blood flow to the outer layers of the body. More warm blood is kept in and around the body’s core, increasing the volume and pressure at the same time. Unfortunately, the brain may perceive this as an unnecessary increase. It instructs the kidneys to extract some of the fluids from the blood and shed it as urine.”
http://www.globalbioweather.com/weather_cold_diuresis.html

Can this be?
If so, what is causing this?

We don’t know. Did you actually take data and confirm all these or could it be your imagination?

Actually, @Charles has the meat of it. It could just be confirmation bias.

I have the data, but I couldn’t possibly publish it.
Plus, I don’t have imagination. ~

OMG, this so happens to me when my office is freezing! Whew, I am normal. Or at least my urinary output seems to be. ;-)