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We study first-order phase transitions in a two-temperature system, where due to the time-scale separation all the basic thermodynamical quantities (free energy, entropy, etc) are well-defined. The sign of the latent heat is found to be counterintuitive: it is positive when going from the phase where the temperatures and the entropy are higher to the one where these quantities are lower. The effect exists only out of equilibrium and requires conflicting interactions. It is displayed on a lattice gas model of ferromagnetically interacting spin-1/2 particles.

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