plays a role in dreaming and in controlling emotional states, such as, anger, anxiety, and depression.

serotonin  

Explanation:

Serotonin is one of the most-studied neurotransmitters since it is believed to be in charge of controlling mood states and feelings of anxiety, anger, and sadness.

The practice of exercising regularly helps to release serotonin to a level that it promotes a "happy" mood, and makes falling in depression a less likely possibility.

It is importat to know however that a great level of serotonin is also related to having anxiety. So there is always another set of neurotransmitters that work together to combine in regulating inner states. Within the pineal gland, serotonin is produced along melatonin and many other neurotransmitters.

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