Running outside for exercise in negative degree cold temperatures is safe as long as you're bundled up correctly and are wearing gloves to prevent frostbite.
Although to be safe it's advised to not stay outside running the negative degree weather long than 30 minutes to avoid frostbite on other parts of your body and avoid over exertion.
It's also best to wear a scarf over your mouth to help keep the air you're breathing in warm to avoid irritation of your lungs.