Yellow poly gas pipe to copper tubing transition
You can certainly use polyethylene pipe. There are some considerations that need to be made 


It must be to code. 
The branch of pipe you are referring to is called the yard line. It's in between the first stage and second stage regulator. It's often considered the property of the utility unless you own the tank. 
For code compliance all polyethylene pipe must be buried as its not uv resistant. My code states a minimum of 18" and a minimum of 24" under driveways and walkways. A trace wire must also be attached.


This is what a complete set looks like



www.rphdistributorsltd.com

The picture shows more than what you would require. I picked this one to give you an idea of what is available. Specifically this riser is what you are looking for. Common brands are 


Gastight 
Perfection Pipe 
Home-Flex