Regulating Body Temperature is a basic survival skill which elves use in order to keep themselves at a certain temperature. Though seemingly a pointless skill, it is a survival instinct and something useful to know. It is only taught at Exillium, even though some elves feel that they need to learn it even if they weren't banished; for example, Kesler taught Dex. Keefe also taught Sophie when she was stuck in the Healing Center.
The trick to regulating your body temperature is to let your brain amplify small amounts of the desired temperature. Concentrating and thinking thoughts of the desired temperature makes your mind switch to the temperature, according to Keefe. Holding onto the feeling is what's hard, but with practice, the skill will likely become second nature. Alvar used this skill when he was in a room filled with Fintan's fire to keep himself from burning to death. He also used this when he was trapped in a Trollish Hive on Everglen's property in Flashback. Keefe also attempted to teach this to Sophie in the seventh book after learning of her failed attempts at Exillium in Book 4.