You have numerous types of heating oil that you can use.
They differ as follows.
Kerosene - also known as 28 secs oil(the time it takes to burn) home heating oil, domestic heating oil, kero.
Most commonly used in central heating systems, also can be used in AGAs and Rayburns. It tends to soot up your AGAs more that PBO aka paraffin.
They as most definately not the same product as some may have stated.
Parraffin is a premium burning oil that alot of people use in AGAs, its has a cleaner burn and is most definately not the same as kero.
Additives can be added to kero to give it a cleaner burn and a new product has come out that is the only product sanctioned by AGA called glowmax. It has an additive to make it cleaner and perform better than normal kero.