The same process that produces ATP, which is the general purpose storage form of energy for your body, can be used to produce heat. (“Thermogenesis”)
The movement of certain molecules from one space to another produces energy, that is usually stored in the form of ATP. Certain proteins in your cells, however, can uncouple this reaction from the ATP production: the energy that you save by not using it to create ATP is instead given off as heat.
https://en.wikipedia.org/wiki/Uncoupling_protein
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