Candles Burning Blue In Shakespeare's Time...

“How ill this taper burns.
Ha, who comes here?—
I think it is the weakness of mine eyes
That shapes this monstrous apparition.
It comes upon me.—Art thou any thing?
Art thou some god, some angel, or some devil,
That mak’st my blood cold and my hair to stare?”

“Give me another horse! Bind up my wounds!
Have mercy, Jesu!—Soft, I did but dream.
O coward conscience, how dost thou afflict me!
The lights burn blue; it is now dead midnight.
Cold fearful drops stand on my trembling flesh.
What do I fear? Myself? There’s none else by.
Richard loves Richard, that is, I am I.”

As you can see above in the plays Julius Caesar and Richard III by William Shakespeare, people thought candles burned blue around ghosts. We first learned this in HS with the play Julius Caesar. Of course Brutus probably really did see the ghost of Julius Caesar. King Richard was just dreaming when he saw all those ghosts. He might have dreamt it, or it might have just been a dramatic plot twist in his plays. Like suspenseful music in movies today.

But why did they think they burned blue? And both quotes seem to say the candles burned low too. Why? Why did they believe that?