2006 Pontiac Pursuit power lost

This only happens in extreme cold temps. After driving car for at least 15 minutes all is fine, but when I go to slow down for a turn or light RPM's begin to drop, dash board lights fade and the car sometimes cuts off or if I dont give her the gas. Cant always do this with other cars in front of me. Had the ignition control module changes, replaced alternator, spark plugs as well.