Yep - citronella. Yes the candles can be left out in the rain but you might find them difficult to light for a day or so after until they've dried out. I put a plastic cup or something similar over mine to keep the wick dry.
Bought citronella candles once which were clearly marked safe for both "Indoor & Outdoor" use on holiday in Malta cos of midgies in our room at night, woke up the next day with black noses and the whole apartment blanketed in soot, spent the whole morning cleaning. tee hee