In cold winters, the demand for home heating fuel goes up. This is essentially diesel fuel, meaning the price of diesel goes up.
As for the price gap between regular and premium, I think it's a bloody scam. I've owned cars that called for premium, and used it, but do not in cars that do not require it. Higher octane gasoline is simply more resistant to pre-detonation, and does not contain more energy.
As for engine efficiency, it depends on the objective of the design. The 1.8L engine used in our Corolla runs on 87, but is one of the most efficient engines sold. The focus of Toyota was fuel economy, not high rpm power.