If it's doing this while you are driving I'll say oil pressure, check your fluid levels and be sure to idle your vehicle until it warms up. If it's doing this while you are trying to idle your vehicle it could be a number of things, high idle isn't working or electrical. Extreme cold does some seriously bad things to cars and we tend to park them with the heater running full bore, the radio on etc the that adds allot of stress to the battery when you crank it over in the morning and the initial draw in the cold results in lower voltage which means that systems will not run correctly. .I need a bit more information such as what temperature you define as "cold" and exactly what your car is doing and when.