Same response when drinking
Fascinating - I've always had this shivering response and wondered about it. When I was a teenager, I frequently felt faint while urinating - in fact, I did faint (into the bathtub next to the toilet, fortuously) once while urinating. I would also momentarily lose my eyesight through 'black spots' in front of my eyes.
Interestingly, I get the exact same shivering response when drinking certain liquids - most notably, weak orange squash, or drinks which I'm not particularly fond of. I'd be interested to know the scientific explanation for that; I suspect it's related to the gag reflex.