Are scented refined paraffin wax candles dangerous?

Hi I love burning a certain brand of scented paraffin wax candles but wonder if they can be dangerous for your health. I was alerted to an article on the internet that brought this into question which was published in 2009. Does anyone have any further information as I burn these candles quite often. Also, would soy candles be a more healthy alternative? I would appreciate your feedback.