I remember some tradition that Roman ghosts were often associated with or seen as blue for some reason? That's only my fuzzy and likely incorrect memory though,

I remember some tradition that Roman ghosts were often associated with or seen as blue for some reason? That's only my fuzzy and likely incorrect memory though, from when I was studying in college. I have a memory of a play or piece of literature where a candle flame turns blue and it was meant as a cue to what was about to happen.