My winter workout: pomodoro technique + no heating + pull-up bar. Work 25 minutes. Now you're so cold your fingers are about to drop off. Do push-ups until warm again. Work another 25 minutes. Now do pull-ups. Repeat..
Not sure if you're serious, but having spent the last winter without central heating due to rather unfortunate renovation works timing, I'm really not sure this is a good thing. There were several consecutive weeks where the temperature inside would never rise above 10degrees celcius as we only head a small petrol burner. At night the condensation froze on the walls (outside temperatures of -10 degrees celcius). Sure enough movement keeps you warm, but basically you're always cold unless you're moving. I don't think I ever felt worse physically. Did gain quite some respect for homeless people in cold places though.
Semi-serious :-) I've worked in a number of cold, sometimes freezing locations in the depths of winter, although not quite as bad as your situation by the sounds of it. Push-ups and exercise does keep you warm and sharp though, should you need it. Sadly there's no quick fix for the opposite situation, when your mind turns to glue in the summer heat.
It is so easy to forget that HN has people from very different parts of the world. I guess that technique described above will not work in Finland's winter at all.