Not knowing exactly which camera the OP is referring to -
one of the first consideration is the battery's operating temperature range.
Although anecdotal, most recognize that lithium are the way to go.
To be more factual the rated operating temperatures are as follows:
eneloop 0 to 50 deg C
alkaline -18 to 55 deg C
lithium -40 to 60 deg C
So alkaline will work better than eneloop in the cold -
and lithium will out perform alkaline.
However one should bear in mind that Pentax do not recommend the use of alkaline AAs.
There are hints for shooting out in the cold -
1) keep the whole camera/lens under one's coat for warmth
- only bring it out to shoot.
2) keep any batteries in an inner pocket - again to keep warm.
3) dress warmly in layers, and wear a hat/hood!
(this is for the most important equipment - the photographer!
)