Can I connect copper wire to aluminum wire?
Ignoring expensive crimpers, Ideal Twister Al/Cu (purple) wirenuts are NEC compliant. (Your jurisdiction might vary.) They are not for use on aluminum to aluminum connections (which is a little baffling to me, but I digress). You can find some controversy on the net about the safety of these, so read up and decide if they're appropriate for you.

Another compliant option is the King AlumiConn, which can connect both aluminum to copper and aluminum to aluminum. These require a precise torquing of the screw connectors.

Depending on the wire going to your light, you might have to pigtail copper to aluminum in the above manner and then wirenut the new copper to the light.

I've heard people say that a squirt of no-alox in a standard wirenut is fine, but it is not code compliant in my neighborhood. (And probably nowhere.) And it should go without saying that a normal wirenut is absolutely not compliant anywhere.