Cold periods in prisons (5)
I believe the answer is:
cages
'prisons' is the definition.
(cage is a kind of prison)
'cold periods' is the wordplay.
'cold' becomes 'c' (eg on taps).
'periods' becomes 'ages' (age is a kind of period).
'c'+'ages'='CAGES'
'in' acts as a link.
(Other definitions for cages that I've seen before include "Enclosures for animals" , "Locks up" , "Wild animal enclosures" , "prisons" , "Enclosures made or wire or metal bars" .)