I am in NW Arizona. Cold winters here. 2" of snow today down to 26 tonight. My horses always start to shed at the end of January. Days have been getting longer for about 5-6 weeks when they start. When we lived in California my horses I had back then started to shed at the same time-last week in January. Animal shedding is strickly controlled by the length of the daylight. Shorter days, not hot or cold weather, causes horses, and all animals to start growing their winter coat and longer days trigger the coat to begin shedding.
That is why people who show horses keep their horses under lights for 16 hours per day during the winter, it keeps their horses from growing a winter coat.