Beeswax and carnauba wax are the most commonly used waxes in shoe polish, with paraffin wax being used less often. However, I believe Venetian shoe cream is composed of a liquid paraffin mixed with turpentine. All hydrocarbons from paraffin wax to mineral oil fall into the paraffin class.
Other wax options, not as frequently used in shoe polish, are Japan wax and Candelilla wax.
Each wax has a different degree of hardness, which is somewhat reflected in its melting point.
Waxes in order of hardness:
Some polishes use a combination of waxes.