Paraffin candles, which are the most inexpensive and most popular, emitted toluene and benzene which are both toxic chemicals. Soybean candles, however, did not emit these chemicals.
The researchers mentioned that using paraffin candles every once in a while is not likely a health threat. However, using candles often in unventilated areas can lead to problems, especially for individuals with asthma or allergies.
No matter which type of candle you use or how often you use them, it's a good idea to make sure that there is adequate ventilation because combustion alone contributes to indoor air pollution.