The Peltier effect can be used to generate electricity with heat. In silcon they typically use a combination of N-type and P-type material to create a peltier device.
Check out Bob's "experiment.":http://www.ambientsensors.com/2011/03/energy-scavenging-with-the-ltc3108.html He uses a pelier device to generate electricity.
In short, yes, it's called the Peltier-Seebeck effect. I'm guessing the effect in semiconductors is similar to the one in thermocouples: two joints of the 2 materials (metals for classic thermocouples) at different temperatures generate electricity through the 2 materials.