The invention relates to a process for producing cellulosic shaped articles with stabilized inclusions in a microfine dispersion of nonpolar organic compounds and mixtures by a dry-wet extrusion process. The shaped articles produced in this way exhibit by comparison with unmodified cellulose fibers a substantially increased storage capacity for heat and/or nonpolar active substances. They are suitable in particular for use in textiles for clothing, industrial textiles, leisure, medicine and cosmetics. Potential functional effects imparted include the physical effect of heat storage and/or the uniform and finely meterable storage and release of nonpolar active substances and plant extracts from the interior of the fibers of the shaped articles. It is possible through a suitable choice of the nonpolar portion to produce by this process also fibers capable of absorbing liquid or gaseous nonpolar substances.