Alan,
I often make my own extension-cords from a wire that the guys around here (southwest Quebec) refer to as "cap-tire". It remains limp and flexible to -40 degrees Celsius. The road crews often work with this stuff, all winter long. I believe the jacket is rubber. Here's what's stamped on the cable;
CAROL 12/3 90C (UL) Water resistant SOOW CSA -40C FT-2 P-7K-123033 MSHA Made in U.S.A. 600v
Here's what it looks like;
http://ottawa.kijiji.ca/c-buy-and-sell-other-HEAVY-12-3-ELECTRICAL-WIRE-W0QQAdIdZ328284659
I love working with this stuff. Always hangs limp and doesn't develop a memory.
Bob