The Mythology & Folklore Database
There is, however, another story as to the origin of the jack o' lantern. The haunting spirit is that of a blacksmith, who could get no admittance even into hell. He was very cold, and begged for a single ember to warm himself, and at last one was given him, and he has gone shivering about with it ever since.
A special interest of this story is that it tells against the common Hebridean tradition of a cold hell, a tradition one soon learns to accept in South Uist, the land of cold mist and sweeping winds, and damp, and drafts, and rain, where even the nether regions with a fire in them have a suggestion of comfort. Hell is therefore discouragingly known as "the place of the wind of the cold passages, or the wind of the cold channels."