Do not do it! I have been roofing in Bowie for a long time. It used to say on the shingle wrapping that you need a 50-degrees minimum temperature to apply the shingles. This meant, where applied, so up on the black felt paper on the roof in the sun temperatures may be 50-degrees even when temperatures are lower on the ground.
The key: the shingles are asphalt over a Fiber-glass mat. The glass matt, which is the strength of the shingle, cracks when the nail head impacts the face of the shingle and cracking the glass if the frozen asphalt does not flex. When repairing blown-off shingles we see little rings of asphalt the size of the nail head left behind. Hand nailing helps a little bit.