Hi Seta,
If I understand correctly, you have RNA-seq data in at least two conditions and you want to see if the change of expression in the protein coding genes is correlated (positively or negatively) with the change of expression of neighboring ncRNA.
I have recently done something similar in yeast with the focus on antisense ncRNA. In yeast, there is usually only one protein-coding gene associated with anti-sense ncRNAs. This 1:1 relationship allows to make a very simple analysis where you compare the log2FC between two conditions for the antisense ncRNA (y-axis in this case) with the log2FC of their sense protein coding genes (x-axis). In my example, this simple graphical analysis allows to see that anti-sense ncRNA tend to be up-regulated without much impact on their sense protein coding gene expression 
I think that the situation in human is probably more complex, but if you can work out a 1:1 relationship for ncRNA and protein coding genes (perhaps by splitting ncRNA into categories: upstream, antisense, downstream), then it will be easier for you to study and analyze their relationship with their protein coding genes.
Hope this helps,
Carlo