Post-micturition convulsion syndrome

In neurourology, post-micturition convulsion syndrome, also known informally as pee shivers or piss shivers, is the experience of shivering during or after urination. The syndrome seems to be experienced more often by men than women.
The term "post-micturition convulsion syndrome" was coined in 1994 in the online question-and-answer newspaper column The Straight Dope, when a reader inquired about the phenomenon.

Explanation

There has yet to be any peer-reviewed research on the topic. The most plausible hypothesis is that the shiver is a result of the autonomic nervous system getting its signals mixed up between its two main divisions:

The sympathetic nervous system, which controls bladder function, preventing urination.
The parasympathetic nervous system, which relaxes the urethral sphincter and contracts the bladder, causing urination.

Part of the SNS response to a full bladder is the release of catecholamines, which are dispatched to help restore or maintain blood pressure. When urination begins, the PNS takes over, and catecholamine production changes. It may be the change in chemical production which causes the shiver, or the switch from SNS to PNS itself which is the cause.