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In his nightly address, Mr Zelenskyy said Moscow considered energy exports and trade to be “weapons” with which to pursue its military and political aims.
“The sooner everyone in Europe acknowledges that its trade can’t depend on Russia, the sooner it will be possible to guarantee the stability of European markets,” he said.
The cut-off by Russia’s state-controlled energy company came after President Vladimir Putin said “unfriendly” countries would have to start paying for gas in roubles, Russia’s currency, which Bulgaria and Poland refused to do.
Mr Zelenskyy also praised the European Commission’s proposal to remove all tariffs and quotas on Ukrainian exports to the EU for a year.
“Russia is trying to provoke a global price crisis to seed the chaos at all basic markets and especially at the food one. Ukrainian exports can stabilise markets," he said.
"Therefore, it’s good not only for us, but for all Europeans and for residents of all countries which can be hit by the Russian destructive ambitions.”
The proposed EU plan to suspend import duties was announced earlier on Wednesday and still needs to be approved in a vote by the bloc's 27 members.
Mr Zelenskyy said he had discussed the initiative with European Commission President Ursula von der Leyen.
"I am grateful to her personally and to all our European friends for this step," he said.
Mr Zelenskyy said the EU's plan would be a "significant anti-crisis tool" for European and global markets.
He said he expected more countries to liberalise Ukrainian exports "soon".
The European Commission on Wednesday proposed suspending the import duties earlier, saying it would "help alleviate the difficult situation of Ukrainian producers and exporters in the face of Russia's military invasion".
The proposal from Brussels comes a day after Britain announced it was dropping all tariffs on Ukrainian goods.