This is a good take on a well-known topic (capacitor heating) by an industry expert at Vishay.
http://www.edn.com/design/analog/4439149/12/Aluminum-capacitor-slideshow--Handling-heat-issues
It focuses on Al power capacitors but the principles apply to all capacitors. Inductors also exhibit self-heating effects that can reduce their performance though other factors (like core saturation) tend to hurt them first.
Enjoy - Don
http://www.edn.com/design/analog/4439149/12/Aluminum-capacitor-slideshow--Handling-heat-issues
It focuses on Al power capacitors but the principles apply to all capacitors. Inductors also exhibit self-heating effects that can reduce their performance though other factors (like core saturation) tend to hurt them first.
Enjoy - Don