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Compared
 to other substances, water has a huge specific heat capacity. This 
means it takes a relatively large amount of heat transferred to it to 
raise its temperature. Specific heat capacity is defined as the amount 
of heat energy required to raise the temperature of one kilogram of a 
material by one degree kelvin. I.e. 1 °K (which is the same as 1 °C). 
Whereas the zero point on the Celsius temperature scale starts at the 
freezing point of water which is 0 °C, the Kelvin temperature scale 
starts at absolute zero when the motion of all atoms ceases. 0 °K is 
equivalent to −273.15 °C. However a difference in temperature of 1 °C = 1
 °K, so the divisions on both scales are the same magnitude.
What are calories?
The
 joule is the metric unit of energy, although the calorie is still used 
in some countries and in the context of food or heating systems (The 
British Thermal Unit or BTU is also used). The kilocalorie, also known 
as the kilogram calorie, great calorie or large calorie is what's marked
 on food products however and is one thousand small calories. One large 
calorie is the energy required to heat 1 l of water by 1 °C. One full 
sized Mars bar has 260 calories so it has enough energy to boil two full
 kettles of water if burned and all the energy transferred as heat to 
the water
This
 is how the calorific heat content of materials was traditionally 
measured in a lab: Burn a known weight of material in an insulated 
chamber called a bomb calorimeter and measure by how much it raises the 
temperature of a known quantity of water.
The joule, the metric unit of energy
Back
 to metric. Energy in the SI system is measured in joules. The symbol 
for joules is J, watts is W and seconds is S, so 1 J equals 1 W for 1 S.
 A one bar electric fire with a 1000 W bar uses 1000 J in 1 S. Similarly
 a 20 W LED bulb uses 20 J in 1 S. 
Water
 has a specific heat capacity of 4200 J/kg °K. (read as "joules per 
kilogram per degree kelvin). Compare this to iron for instance which 
only has a SHC of 451 J/kg °K. Soil has a SHC of between 800 and 1480 
J/kg °K, depending on whether it's dry or wet. The high SHC of water has
 several consequences. It's responsible for our mild climate because the
 Atlantic Ocean holds a lot of heat and keeps us relatively warm in 
winter. In the summer, the ocean prevents the air temperature from 
becoming too high. However regions that are a long distance inland and 
far from the ocean have a continental climate because the land surface 
has such a relatively low SHC and doesn't hold so much heat. The low SHC
 causes the ground surface to heat up fast in summer so ambient air 
temperature becomes high, but in winter, temperatures plummet.
Sea breezes.
The
 difference in SHC of sea versus land is responsible for how sea breezes
 change direction between day and night. In the daytime,  land heats up 
quicker than the sea and air moves towards land to replace air that 
rises as it increases in temperature. This is because the air becomes 
less dense as it expands and therefore more buoyant, just like a helium 
or hot air balloon rises upwards (that's how your fireplace and chimney 
work also). During the night the opposite happens: Land cools down 
quicker than the sea, so rising air over the sea causes air movement 
away from the land.
What material has the highest specific heat capacity?
Hydrogen has a SHC of 14,307 kJ/kg K, over three times that of water.
On the Engineering Toolbox site. Specific heat capacity of various materials.