Ghosts without substance live in the ethereal plane without substance. although historically, the negative plan that feeds the undead was considered an inner plane connected to Ethereal.
The Dungeon Master Guide D & D 5th, page 49, simply states that ghosts are an etheric boundary, rather than natives of the deep ethereal; they are closer to the natives of the material who simply possess the capacity to come out gradually:
Most encounters in the ethereal ether are with creatures of the material plane whose senses or abilities extend into the ethereal plane (eg, live spiders). Ghosts move as freely between ethereal and material planes.
DMG D & D 5e on page 43 suggests that the positive and negative planes are described as a separate category of interior plans, a term that seems to refer only to the elementary. this was not the case in previous editions of the game. The connection of the ghost to Ethereal goes back to these previous editions.
For example, Interior shots (Dragon No. 73) considers positive and negative as well as the four Elementl plans to represent six inner planes, overlapping in certain areas to create four para-elemental planes and eight quasi-elemental planes. Until the third edition, D & D considered this layout as authentic (for example, including game statistics for near-elemental mephites), and the suppression of Positive / Negative interior shots is a change more recent.
In this respect, the negative plane is traditionally connected to the material plane via Ethereal.
howeverIn the 5th edition of D & D, there is no particular canonical reason to say that a ghost draws any kind of energy or sustenance in this way. The only real affirmation about the ghost is that he is a creature of two worlds, Material and Ethereal, and he can move freely between them. It may just be a convenient transient plane in which the ghost is hiding.
The idea that ghosts hang in the ethereal plane goes back at least to Dragon 42 (October 1980), where she appears in a random encounter table of this plane. In fact, the previous AD & D monster manual described the ghosts as "non-bodily (ethereal)" and could only handle in a semi-material form on the Material, suggesting that they live in this hazy plane and are themselves foggy.
One could argue that the ghost moves in the ethereal to the inner planes to avoid its natural destiny, which would otherwise cause it to move in the opposite direction to the outer planes. However, that would be largely a speculation.