I wonder whether the problem was caused by some Russian executive being unaware of pejorative words in English, or whether the name was deliberately chosen so that they can have a totally wicked gangsta-rap company anthem.
True.
Google reports there's a company in India called Wigaz.
And apparently a Turkish gas company one-ups this by being named Niǧgaz. Perhaps they got their name before NWA and their peers popularised that variant spelling.
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It's pretty hard to get any more gangsta than a Russian energy company.