Exercise may help you out in many ways. There are numerous exercises for avoiding cold. You may check out a good trainer or some good Health websites for this purpose. one of my friend is also a trainer I will let you know which will be good for you.
I absolutely believe this. Years ago when I was into distance running my running pal and I ran every day of the year, minimum 10k per day. Rain, sleet, snow, etc and I never got sick while I was doing that.
A side benefit was felt in my job which had me out in the elements 95% of my day. The exposure to the elements, particularly the cold weather, didn't seem to affect me as much as it did others.
There are some exercises to fit in cold weather:
1. Yoga.
2. Bicycling.
3. Running.
4. Push ups.
5. Swimming.