Layers, layers, layers...

Merion wool buff. Most of the time around my neck or in my pocket, but will sometimes be pulled over my head. Either to augment my other hat or as my sole hat.

Wool cap.

And a good hood on my outer shell jacket.

These three go on and off all the time, alone or in combination, responding to changes in wind, temperature, precipitation/snow drift and if I need to cool down a little.