Some trees are called evergreen trees and the leaves of these trees stay green all year long. Other trees, called deciduous trees lose their leaves every winter. Losing the leaves is a way for the trees to conserve energy during the cold weather of the winter months. As soon as we start to go to the cold winter nights, deciduous trees secrete a chemical that cuts the leaf off from the rest of the tree. The leaves "die" and fall off to keep the tree strong during the harshness of the winter cold. The leafless tree can now concentrate its survival efforts toward the trunk and major branches rather than also trying to supply energy to the leaves. Well, that's what I was taught in botany class. I'm fairly sure it is correct, but I'm looking forward to reading other responses to learn more. Excellent question.
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