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Simple Answer:

Heat transfer by convection requires a fluid, heat source and gravity. Natural heat transfer by convection requires there to be a heat source causing nonuniform temperature in the fluid so that buoyancy of the warmer fluid causes it to rise.

Explanation:

When we say heat is transferred by convection, we mean the thermal energy (heat) is actually carried by the material to distinguish from heat conduction through a material.

Convection requires the presence of matter that can move, e.g. liquid or gases exhibit convective heat flow but solids do not.

Normally, convection is driven by buoyancy, so one also needs to have the liquid (or gas) change density with temperature.

Aside: Convection is why we say "heat rises." And, an interesting side observation is that when water cools near the freezing point, it actually gets lighter as the temperature drops from 4 C to 0 C, hence causing the cooler water in that range to be less dense and more buoyant.

Aside: There is also something called forced convection where fluid is moved by artificial means such as air pushed by a fan. Most home heating occurs with "forced convection" but years ago natural convection resulting from buoyancy of hat air was the cause for air circulation.

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