My dog gets incredibly anxious of rain/thunder/loud noises

From the title, I think you can pretty much tell the problem Im currently experiencing with my dog. Shes a 5 year old aspin who for a while now, gets deathly anxious in presence of rain, thunder, or any loud noises in general. Her anxiety is the type where shes restless and roams around, but cranked to 11. Her anxiety habits have her climbing our fence over and over again, which causes a lot of damage to our stuff, and has also caused a lot of tension between my family. Im not exactly sure how to tackle this, as for the most part Ive been focusing on my studies instead if proper training. My current methods consist of keeping her in her bed while she wears a makeshift ear covers. Im trying to show her that the rain and thunder dont affect her, but its really difficult. Any help is much appreciated.