Because they have such a high hearing ability, when the loud sounds go off, it can hurt their ears and startle them. I'm sure that local kids could be teasing your dog with firecrackers. That's what happened to my dog.
So now on the fourth, and new years, I have to bring my dog inside, otherwise, he'll break his chain, slip out of his collar, get tangled next to the house, or under the house, or he gets real agressive with other people aside from me.
There isn't really much you can do about it, just sort of coddle him, and ensure him that there isn't anything to be afraid of. You can have him sit on your lap, or next to you, when they go off, and hug him. But make sure he has enough room to jump. Or you could do what I do, and bring him inside, just to avoid the entire situation.
My dog will sit in a corner in the house, and doesn't really seem bothered by the fact that they're loud, and going off. He feels safe in the house, because he knows that when he's in here, he's ok, and nothing can get to him.
Storms.......could be the same thing. They don't like the harsh wind, bright lightining, and loud thunder. Or if it's a realy bad storm, like a tornado, or hurricane or whatever, they are just nervous because they know what's going to happen. They are like kids, they want to be assured that they're ok, and nothign is going to happen to them.
Some breeds just have that sense that screams trouble is on it's way. They can sense when something is coming, that is danerous to humans, or threatens their home.