I think your guess is correct. It's a chafing dish lamp (burner). From the 1880's through the 1920's, chafing dishes were very popular - though not used the same way we use them today. They were the hot plate of the day, used for cooking small meals in your room.
During that era the US population had begun migrating from central family living to cities where the college dorms, rooming houses, and hotel rooms didn’t have kitchens. They still needed to eat! Do a search on 'chafing dish cookbook'. I was amazed...
Yours is missing a few parts, like the wick adjuster. Is the handle made of Bakelite? That could help you determine age.