If you burn fuel, it requires oxygen. For a significant amount of heat you need a lot of oxygen no matter what you burn. Petrolbased fuels tend to produce more fumes than alcohol if not burned properly. It will be required to ventilate properly in any case.
Bear in mind that burning fuel also releases water. The resulting moisture could become a problem if you neglect ventilating.
In conclusion you should set up a proper fireplace and only make fire in that place. Make sure the fumes can escape through the chimney. Burning fuel in stoves over a long period is going to bring you trouble one way or the other when you do it indoors.