The phenomenon of pee shivers is an example of the human body’s autonomic nervous system (ANS) at work.
We are not conscious of the ANS. It runs on automatic, hence its name, "autonomic", which literally means "self controlling, working independently". The urination reflex is relayed through the ANS. The reflex is directly related in strength to the amount of stretch of the bladder. Thus, the degree of shivering is generally related to how full the bladder is at the time of urination. http://scribalterror.blogs.com/scribal_terror/2008/01/the-pee-shivers.html