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Just to correct a few folks who dismiss this out of hand, claiming thermodynamics, I'd point out that this isn't necessarily so. In this case, it is, but not for the reasons often given. A natural process can create a fuel that stores more energy than what is required to liberate it (case: oil, coal, uranium), provided that the process of creation of that fuel more than pays the total energy budget. In all three examples, the energy source is nuclear fusion in a star.
As for the source of the star... that's a bit more speculative (though there are some very sophisticated guesses).
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