How do music and movement relate? Is one merely accompaniment to another? An ornament, akin to a costume, or just the setting—perhaps a stage? Or might music itself embody the motions of dance and so convey a sense of story? For conductor Stéphane Denève, Prokofiev’s music creates entire scenes through sound. In the ballet Romeo and Juliet, for example, the teenage heroine is introduced with a rising C-major scale that climbs ever upward. A pause in the ascent suggests a moment’s hesitation, a looking down to measure the distance, before the music moves up again. The simple scale thus captures the lure of freedom, suggests a desire to escape. Denève asks the musicians he conducts to imagine “landing on a cloud” at the end of the episode. Another tune is then introduced, but with an errant note, signaling Juliet’s polite but knowing refusal to heed the rules.

Prokofiev himself, in composing Romeo and Juliet, refused to heed Shakespeare’s text: not wanting Juliet to die, he concluded the original 1935 version of his ballet in an undefined elsewhere. The young couple simply walks out of the plot, away from the drama, and into a realm awash in lush C-major chords—that same key of Juliet’s first appearance. She and her beau are left spinning alone to the music of the spheres. Love lives on. (Or at least it did until the composer was overruled and Shakespeare’s ending was restored for the ballet’s premiere.) You can hear it all at the David Geffen Hall January 25–27.

In a recent conversation about Romeo and Juliet, violinist James Ehnes reminded me that Prokofiev’s First Violin Concerto also relates to dance. In 1979 Jerome Robbins used the concerto for his Opus 19 / The Dreamer, which traces a man’s search for his female counterpart in such an undefined elsewhere. “I performed The Dreamer dozens of times,” Ehnes recalls, “and only once got to turn around to see the dance.”

Thus Ehnes and Denève have devised their own interpretation, their own “plan” for the concerto, which highlights features in common with Romeo and Juliet, composed some two decades later, after Prokofiev had relocated to Moscow from Paris. Ehnes points to “the delicate architecture” of both scores, and Denève hears in Prokofiev’s music great peril, a suggestion that “the world could explode at any moment.”

Of the concerto, Ehnes explains: “The ending of the third movement—the supernova before the coda—is the most difficult to pull off. The movement has to wind down so that, structurally, everything is as it has to be.” However, there is less a feeling of fatefulness in the concerto and more a sense of magic than in Romeo and Juliet. “Prokofiev gives us an alternate fairy-tale land,” according to Ehnes. “The sound is as if behind the clouds and shadows, but also somehow fantastical.” The elsewhere.

Even as an instrumentalist, Ehnes invokes dance. He stresses the kinetic element, muscle memory, the solo violin’s “reflexive way of playing the very fast triplet stuff, the unusual patterns. Nothing in the concerto is terribly unidiomatic,” he insists, “but in certain places you get the sense of Prokofiev noodling around at the keyboard and coming up with interesting combinations.” The magic.

Prokofiev’s elusive imagination, his play of possibilities, bewitches musicians and audiences alike. “There’s a wonderful peculiarity to the melodies,” Ehnes marvels, and the “unexpected detours that somehow get us back to where we started”—or, at least, were meant to go. As Denève explains: “There is a natural flow, with confident, predictable rhythms,” along with “fabulous surprises.” The conductor lauds the elusive, expressive power of Prokofiev’s music, which he describes as “surrealistic but also emotionally devastating.” It appeals to “what is mysterious or dreamed, suggestive of an idealized or sentimental expression.”

Ultimately, both concerto and ballet partner with the listener in a pas de deux of anticipation and expectation. “Prokofiev has an incredible sense of timing, which allows him to balance lyricism with quite dissonant music, the piquant with traditional harmonic lushness,” Ehnes says. “It’s masterfully manipulative.”

Simon Morrison is professor of Music and Slavic Languages and Literatures at Princeton University. His most recent book is Bolshoi Confidential (Norton, 2016).