Conduction, convection and radiation are the processes by which thermal energy is transferred through different materials or across space.
Conduction occurs when vibrations are passed between closely packed particles, usually in a solid but also to a lesser degree in liquids. Gases are considered to be insulators rather than conductors as the particles are too far apart to transfer thermal energy through vibrations.
Convection occurs in fluids, including both liquids and gases. Warmer areas of fluids are less dense because the particles spread out and move more quickly. This gives the warmer areas more buoyancy and they rise above the more dense, colder areas of fluids. When warmer parts rise, fluids move to replace the rising particles and this generates a convection current. The warmer parts eventually cool and sink back down as part of the current when they become denser again.
Radiation is the way that thermal energy moves through gases. All objects emit some radiation, often in the infrared part of the spectrum. Radiation does not need a medium to travel through and therefore can travel through the vacuum of space, where there are very few particles (practically none).
Of course, thermal energy is a useful intermediate store when we are generating energy from both renewable and non-renewable sources. A drawback of using thermal energy is its ability to escape closed systems through the mechanisms explained above, this is a particular disadvantage of non-renewable sources like coal and natural gas.
Learn more about stores of energy with our quiz on gravitational potential energy and kinetic energy.