You are describing a common finding that many people will have in response to the cold, but that can be more significant in some people. While cold weather causes most people to have a heat-sparing response that includes shunting blood from the skin to the core, which keeps blood warm and allows your extremities to be cold, there are some people that will have an exaggerated response that then receives a medical name.
Raynaud's syndrome, which is the name given to the condition by physicians, can be a normal variant that is very common in many people, or can be a symptom of other medical conditions such as lupus or connective tissue diseases. When it is associated with a medical problem, it is secondary, and it is alternately called primary Raynaud's when it is found in isolation with no known cause (idiopathic). It is caused by spasms in the small blood vessels that supply blood to your extremities, and there are some things that can make it worse, such as smoking.
Your observation that "there is no blood in them" is correct, as the spasms affect the arteries first, which causes blood to drain from the hands without being replenished. The condition in the primary form is usually benign, but please discuss it with your doctor
if you notice any other symptoms or have worsening of your current symptoms.