My dog shivers in anticipation of soemthing to come, especially when we are working at the dog club. He knows when he has performed well and will be getting a reward so sometimes during the exercise (such as a sit stay) he will start to shiver. As soon as he is released he will get his treat/praise/petting and then calm down. He's a little dog (only 6 pounds) with hair and not fur so when it first started I thought it was because the dog club building was colder than our house but in a few months it was summer and we were working in an un-airconditioned building, and the same behavior started so I knew it wasn't the temp of the building, it was just him getting over excited.