Maybe your enthalpy of equilibrium reaction is exotherm so the yield were higher at low temperature. I think it's not a big problem for organic synthesis method as far as you get high purity compound.

Its nice finding. The reaction is temprature dependce. At more cooler temp. ( O0C ), the yield of furfuryl alcohol obtained is higher.

This is a general observation in organic synthesis.  As the temperature rises, the difference in activation energies for the various side reactions becomes less and less significant in determining the outcome.  Lower temperatures, meanwhile, favor the reaction with the lowest activation energy.  As a general rule - and exceptions abound - you want the lowest temperature that still permits the desired reaction to proceed at a useful rate. 

The yield of furfuril alcohol higher at O 0C because at higher tenperature aldehyde can faster react with atmospheric oxygen. To improve the yield of alcohole it is better to use additive redusing agents in this reaction. I recommend You if You want to obtain furfuril alcohol (reduction reaction) to use the mixture of aldehyde (furfural) and 40% aq formaldehyde (HCOH) and add to this mixture with strring 50% alkaly (KOH or Na OH).The normal temperature of this reaction is 50-60 0C. Formaldehyde will oxidise to formic acid faster then furfural to corresponding acid, so You can improve the yield of fufruil alkohole to 70% or higher.

To suppliment Petko's answer, the combination of formaldehyde with another aldehyde is referred to as the crossed Canizzaro reaction.  See Cannizzaro reaction in Wikipedia.