Some science behind the scenes
A thermoelectric device creates a voltage when there is a different temperature on each side. In a typical demonstration of thermoelectricity, one side of the material is kept at one temperature and the other side at a different temperature, and the result is a permanent voltage across the crystal.
While all materials have a nonzero thermoelectric effect, in most materials it is too small to be useful. The types of materials, however, which are useful are complex and include those with very complex crystalline structures. Bismuth chalcogenides form one important group as do skutterudites and certain oxides.
Skutterudite is a cobalt arsenide mineral that has variable amounts of nickel and iron substituting for cobalt with a general formula: (Co,Ni,Fe)As3. Associated minerals are arsenopyrite, native silver, erythrite, annabergite, nickeline, cobaltite, silver sulfosalts, native bismuth, calcite, siderite, barite and quartz. It is mined as an ore of cobalt and nickel with a by-product of arsenic.
Thus we see here that a number of naturally occurring minerals and metals have the capability to induce an electric charge if they are heated on one side and kept cool on the other.