Unusual color from leaking battery. What happened?
It is, as you suspected, likely a copper corrosion product. Copper compounds are usually blue or green, and are used as pigments. Malachite, http://en.wikipedia.org/wiki/Malachite, is one of the likely corrosion products of an alkaline battery and copper terminals.

BTW, you may need to rinse the battery compartment and use a file to remove the corrosion from the contacts to make connection.