Heating a protein/nucleic acid will disrupt inter-molecular and intra-molecular forces in the tertiary structure. It will also interfere with the shape of the active site if the protein.
Does this apply with cooling also?
Complimentary nucleic acids are held together mainly by hydrogen bonding, so I'm not sure if they are able to be cold denatured, but cold denaturation is a well known phenomenon for proteins. Here is a decent review of the processes involved. In short, most proteins' tertiary structure is dominated by hydrophobic interactions and the energy barrier to unfolding a protein is generally quite small. The stabilizing effect of the hydrophobic interactions decreases with temperature and at a certain point, is insufficient to keep the protein folded. For many proteins, the cold denaturation temperature is below 0 °C, so it's difficult to study. Generally, studies on these proteins are done by adding chemical denaturants or changing the pressure of the system to shift this temperature higher, having the risk of conflating this deliberate denaturation with the temperature effect. Of course, not all proteins are stabilized this way and things like metallothioneins probably don't denature in this way as their tertiary structure is maintained by coordinating metal ions.