There are at least two solutions that I have tried.

TWO LIGHT SYSTEM: First, if you have a light were the batteries are in the light itself, then you really need TWO lights - one on your bike, and the other in your pocket INSIDE your jacket. Switch the dying light with the warm one when needed. Often, the cold light will perform again after it has a chance to warm up.

"EXTENSION CABLE SYSTEM"; If your light has a separate battery pack, you need to have a cable long enough that you can put the battery pack in your jacket pocket. The best thing to do is to get cable at Radio Shack and do it yourself. I suggest that you have a break connector in the middle of the cord because you will eventually forget to unplug from the light or might even take a tumble and you don'e want to damage the battery pack connector or the light connector - the break connector is just a male/female plug in the middle of the cord so that the cord can split and easily reconnected at the male/female plug rather than tearing the cord off at the ends.