Police said Sergei Klyuka, the chief economist of the finance department at Russia's state-controlled energy giant Gazprom, died Saturday of a single gunshot wound, RIA Novosti reports.

Investigators say they believe the man committed suicide, because police found his body in his locked car with a Czech-made CZ-75 automatic pistol that belonged to the 36-year-old at his side.

Klyuka left his house Saturday morning to pick up a relative at a railway station, yet he never arrived. His wife Maya called the police, who started searching for the man, writes The Moscow News, an independent newspaper. Klyuka was eventually found locked in his vehicle with a gag in his mouth, the Czech pistol, a gift from a top Kazakh official, next to him.

Moscow News quotes a local security officer, who said he helped search for Klyuka, as saying police are convinced that the Gazprom manager committed suicide.

"They found the note, presumably," the security guard said. "But I did not read it. And he must have gagged himself not to scream from the pain. I only saw his crooked finger with which he pressed the trigger."

Russian news agency Interfax quotes a police source as saying that there was no suicide note. The manager's colleagues don't believe that Klyuka took his own life.

"Klyuka was young, he was starting a successful career, he was respected at work," an unidentified source in Gazprom told Russia's Life News. "He did not have any conflicts at work; he did not receive any threats. As far as we know, there was complete understanding in his family."

Gazprom is one of the world's largest companies and controls some of the world's largest natural gas reserves. It's a major gas player that supplies large parts of Europe with natural gas. The Kremlin envisions the role of Gazprom to only expand with demand increasing in Europe and Asia.

Russian Prime Minister Vladimir Putin said recently Gazprom aims to invest billions of dollars in its natural gas sector to expand output by as much as 50 percent.

Gazprom recently beat most analysts' forecasts when it reported first quarter 2010 net income of $10.6 billion, more than three times the figure reported after the same period last year.

The company cited low temperatures in Russia and in Europe that boosted gas sales by more than 20 percent to 162.2 billion cubic meters in the first quarter. Gains of the ruble against the dollar also improved the result.

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