game of thrones - White Walkers and the cold

In the books of A Song of Ice and Fire as well as in the HBO adaptation, A Game of Thrones, whenever the white walkers make an appearance, it suddenly becomes really chilly and cold and everything turns into ice around them (water, trees, etc.). Are they responsible for the low temperature occurrences? Or is it the other way around meaning, that they can only appear when it is already very cold, which would kind of explain why they only appear during the mighty winter.

Answer

In the book A Feast for Crows; Jon Snow and Sam Tarly are talking about 'The Others' (The White Walkers from the show) after Sam has spent some time studying them in the library of Castle Black. This is what he says regarding this topic:

“Long ago,” Jon broke in. “What about the Others?”
“I found mention of dragonglass. The children of the forest used to give the Night’s Watch a hundred obsidian daggers every year, during the Age of Heroes. The Others come when it is cold, most of the tales agree. Or else it gets cold when they come. Sometimes they appear during snowstorms and melt away when the skies clear. They hide from the light of the sun and emerge by night... or else night falls when they emerge.
^{[emphases mine]
-A Song of Ice and Fire: A Feast for Crows, Chapter Five (Samwell I).}