Depends on what works on your device. Oil lamps with certain types of wicks/burners need lamp oil, others kerosene and many will burn paint
thinner. Our Den Haan trawler
lamp has to have lamp oil. The other fuels vaporize at too low a temperature and will flare up if used with these lamps. Same for Aladdin wick lamps. Have used paint
thinner in all our other kerosene devices like flat wick lamps and stoves. FWIW, when the trawler lamp flares up it is a major PITA. It sends soot and bits of carbon floating around the boat that will blacken the overhead and anything they touch. Haven't had the problem once I switched to lamp oil. Got the lamp oil recommendation direct from the Den Haan importer.
Used oil lamps fueled with paint thinner exclusively on our last boat living aboard
for 1 1/2 years around SoCal. Soot was not a problem. Did have a build up of soot enough to notice over the stove after another 1 1/2 years. A couple minutes with 409 and rag cleaned it right up on the wood overhead. Once we got to the tropics, the heat generated even from the small flat wicked lamps was way too much. Couldn't use them down south. On current
boat, have switched all the light s to LEDs and done away with all but the trawler lamp that we keep for ambience and heat. The LEDs have such low drain that our solar panels
have no problem keeping the batteries charged. Way more convenient than oil lamps which are interesting to refill on a long passage