What are the main causes of allergies during the winter?

Mold, pet, dust mite. Pollen is usually not an issue during the winter...Perennial allergens such as pet dander, dust mites and mold can cause symptoms all year round.
Indoor allergens. There is little that pollinates in the winter. If you are in the south you may experience mountain cedar pollinating then, but in the north there isn't really anything. So allergies in the winter tend to be caused by indoor allergens (pets, etc), or are not allergies but upper respiratory infections, or irritant responses to pollution, response to cold/dry air, etc.