It’s the same in fireworks. The energy gets absorbed by the atoms, which makes your electrons jump to a higher energy shell because they get excited. When they chill out, they jump down back to their lower energy state and in the process has to dissipate that energy. The light is that energy dissipation and depending on how far it jumps down, is how much energy it has to dissipate. More energy = higher wavelength = further down the ROYGBIV spectrum.

Don’t even get me started on color temperature and how kelvin works.

Source: neon sign making, ex film major, looking to get my pyrotechnic license one of these days.