As I recall, both graphite and carbon have positive temperature coefficients with regard to their resistance.
Air, vacuum and most other gasses are similar in insulating properties. Of course, neon, helium, argon, xenon and krypton are another matter entirely! It takes a solid insulator properly designed to handle the high voltages. Sometimes there may be a trade-off between voltage breakdown capability and dielectric constant, although the two sort of tend to go hand-in-hand.
Dean