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You just wanted to shuffle across the room in your pajamas and bunny slippers, but when you go to reach for the door knob... you get shocked! What gives!? What causes this strange effect?

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The world can be a minefield in the winter when just about anything metal can zap you with a painful electric shock. Shocks happen for the same reason balloons stick to the ceiling after you've rubbed them on your hair, which is also what causes lightning - the triboelectric effect. People have experimented with it for thousands of years, and we've come up with some pretty good ways of mitigating the shock so you don't have to be afraid of doorknobs all the time, but despite millennia of experiments there are still some things about this everyday phenomenon that we don't quite understand.
The triboelectric effect happens when rubbing two electrically neutral things together builds up a static charge on them, so one becomes positively charged, and the other becomes negatively charged. Our oldest records of it come from ancient Greek philosophers who knew that after you rubbed amber against fur, it would start attracting feathers and hair. People have been playing around with the triboelectric effect ever since, making huge tables of which materials build charge the best. Mostly, they're electrical insulators, because that lets the charge build up in one place; in a conductor, they'd spread out. The moving charges themselves can be negatively charged electrons, or they can be ions - whole atoms with an electric charge; it just depends on what kind of materials are involved and how they're rubbed together. Even though I'll be talking in terms of electrons moving for the rest of the video, everything works pretty much exactly the same if it's ions moving around instead.
So here's how you get zapped. Some things, like polyester and rubber, are good at holding onto extra electrons. Others, like wool, are good at giving electrons away. When you shuffle your feet on the carpet, you rub an electron receiver against an electron giver, so you get negatively charged shoes on a positively charged carpet. Those extra electrons move up from your shoes onto your skin, since humans are good electrical conductors. But metals are even better conductors, so the electrons jump towards the doorknob when you go to grab it. When that happens, a tiny lightning goes between your hand and the doorknob. The moving electrons heat the air between your hand and the knob, and you feel the heat as the pain of an electric shock. Shocks tend to be more of a problem in the winter than the summer, because the cold air can't hold as much water as warm air. When it's warm, the extra water in the air makes the air more conductive, so on a humid day, any charge you build up leaks off into the wet air before you touch metal.
But even in the winter, there are things you can do to avoid getting shocked. Wearing clothes that build up more charge leads to more sparks, and so does a lot of rubbing or shuffling as you walk. Switch to full, wide steps, and wear lots of cotton, which hardly builds up any charge at all, and the shocks won't be as bad. You might get some weird looks waddling around like that, but hey - at least it will hurt less. You can also try touching things with something metal first, like a key, so electrons jump from there, and the key gets hit with that burst of hot air instead of your hand.
But even though we mostly know how to stop the triboelectric effect from zapping you, there's a lot we still don't know about why it happens in the first place. For one thing, electrons repel each other, so any extras on the surface should make it harder to pile more on there - but the electrons build up anyway. This problem took scientists decades to solve, and they're still working out some of the finer details. It turns out that the electrons don't just hop between surfaces as they rub together - they jump because of friction. A lot of time, friction comes from chemical bonds that quickly form and break as two surfaces slide past each other. And chemical bonds often involve unequally shared electrons, where electrons spend more time on one side of the bond than the other. Those sides are more likely to have an extra electron or two when the bond breaks, so they become the electron receivers. But since electrons tend to stay with their molecules, they don't really keep the other electrons from getting caught by nearby molecules, and the charge builds up.
We also don't fully understand how the triboelectric effect works in thunderstorms. We know that bottoms of thunderclouds tend to get negatively charged as ice crystals and dust rub against each other, but we're not exactly sure why. It's possible that denser ice crystals tend to get more negatively charged, so the negative charge follows them down as they sink to the base of the cloud. Another option is that crystals charge differently depending on the temperature, and the temperatures in different parts of the cloud lead to negative charge on the bottom. Then there are the convection currents in clouds, which might affect the process as they mix the different kinds of crystals and other particles together.
All of these ideas probably play a role, but we don't really know if one is more important that the others. Plus, sometimes positive charge accumulates on the bottom of clouds, which is even harder to explain. And it's tough to study any of this directly, since flying planes in a storm cloud is... not very safe. We're stuck with mostly small-scale experiments that involve crashing ice crystals and water droplets together in labs.
So, we know that you get static shocks because of the triboelectric effect, and we know that static shocks are just miniature lightning bolts. But somewhere between shuffling your feet on the carpet and rubbing ice crystals in clouds, the physics gets a little more mysterious. 
Thanks for watching this episode of SciShow. If you're interested in learning more about how we figured out electricity, you can check out our episode about Benjamin Franklin, Founding Nerd - including what really happened with that kite and key.