A furnace and a method for expanding an expandable material, such as perlite or vermiculite, comprising a thermally insulated enclosure and a conveyor for conveying the material within the enclosure, the conveyor having a contact surface made of a heat resistant material resistant to at least a predetermined temperature. The furnace also comprises a heating system for heating the contact surface to at least the predetermined temperature. The furnace further comprises feeding means for feeding the material on the contact surface to expand the material through thermal shock and obtain an expanded material. The furnace also comprises removing means for removing the expanded material from the enclosure.