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If you burn smokeless paraffin oil (the kind used for oil candles and dead flame lamps, often seen in churches and fancy bars and whatnot) it's not as risky, but if you burn the proper lamp oil (which is essentially highly refined kerosene) it's not advised. Dirty kero you absolutely cannot burn but "indoor-outdoor" lamp oil still needs to be well ventilated. Even the cleaner paraffin isn't a great idea.
tl:dr; you should get a candle lantern for such an inclosed space