Sounds similar to what I need for hiking in cold weather and cross-country skiing. I think that moisture transport is one of the most important things you need to worry about when exercising in the cold.
I have found that Gore-Tex windstopper gloves work best. I prefer to have a very thin glove and to have a thin liner as a backup for more warmth. This is what I bring backpacking in the summer in the Sierras. Some of the time I am getting up to 14,000 ft and it's helpful to stay warm in my old hands. I have been Frost nipped too many times and cold can hurt.
I use a lightweight spring skiing glove. I won't quote a brand as I have used a couple different kinds over the years. I am particular about using Gore-tex windstopper. It seems to work best in cold and warm temperatures.