For burning of coal in a thermoelectric station, the energy conversion taking place is :

chemical to heat to mechanical to electrical

Reason — For burning of coal in a thermoelectric station, the chemical energy of coal on burning changes into the heat energy of steam then in a steam engine, the heat energy of steam changes into the kinetic energy of the turbine in the form of rotational kinetic energy due to which it rotates the armature of the generator connected to it and thus kinetic energy gets transformed into electrical energy.