Can a flame start on water (video included)? Can a flame a start on a wet piece of paper immersed in water? 

The video is shown below (not the full video):

https://youtu.be/Ey3z8z4Hxtc?t=1h27m29s

This is not in English so you might not understand anything. In the video they simply say it is demons or whatever that starts the fire, which is silly to me, of course. 



My questions:


What kind of compounds can we use (or the fraud used in the video)?
What do they do in movies, tv shows, magic shows, or even the olympics, to start flames on water?
What changes the color of flame. For example it was pink in the video?
Watch this video from 1:50 onwards to see the reactions of sodium and potassium with water. https://www.youtube.com/watch?v=H6ZDiRIvc2E

This video, 0:56, shows  gasoline (petrol) burning on water. (Note that the batteries have nothing to do with it). https://www.youtube.com/watch?v=Bs13jBWqFjA