By crumpling it up and stuffing it between layers of clothing you can create insulating pockets of air that will help keep you warm. You could also try foam pieces or blankets between your clothing, both of which are much warmer than newspaper. Plastic bags also work well.
How do homeless people stay warm sleeping outside?
Stockpile blankets and sleeping bags. These will be essential when you are sleeping outside, but can also keep you warm in a car or in a more protected shelter. Wrap yourself with blankets and then get into the sleeping bag for maximum warmth.