Why does my program give a http/https timeout?

When running software, which tries to connect to the internet, on one of the compute nodes of our cluster you might encounter time-out errors.
By default we do not allow compute nodes of the clusters to access the internet. Only the login nodes do NAT.
However, you can circumvent this for HTTP/HTTPS connections by setting a proxy:
export http_proxy=http://proxy:80
export https_proxy=http://proxy:80

Some software may expect instead

export HTTP_PROXY=http://proxy:80
export HTTPS_PROXY=http://proxy:80