UPSC Civil Services Model Paper 4

Saturated hydrocarbons will generally give a clean flame while unsaturated carbon compounds will give a yellow flame with lots of black smoke.
Vegetable oil is normally unsaturated oil, i.e. if it burns it gives black smoke and yellow flame.
Propane and natural gas (mostly methane) are saturated hydrocarbons (single bond carbon chains).
So they give a clear flame.