Not really a glove, but when working in cold environment I discovered that it helps a lot if you use a hand cream. I’m not sure why. Maybe dry skin is more sensitive to cold.
I read about this when I was a child in a book where the main hero had to do some repairs in a high flying plane and he rubbed his hands with fat. First time when I got out in winter to have a snowball fight I used my mother’s hand cream and it made a difference.