Yes, my hives were definitely autoimmune too. It was a problem when I first started having them - to the degree that I had them when pregnant/postpartum- because when you look at a person covered in welts, you think, allergic reaction - bad allergic reaction!
They popped up just as Eliz described - when I would take a hot shower or get under a warm blanket, etc.
I too went through the whole battery of allergy testing. But, the hives were - and I guess still are, although i haven't had them in a while (knock wood) caused by the autoimmune thing (in my case undifferentiated connective tissue disease).