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I use olive oil or such vegetable oils as soy, sunflower, peanut, and safflower. Many blended oils also work well. Find one that has a good, delicate taste. Generally speaking, and for most recipes, I use a light olive oil as opposed to the heavier, fruitier extra-virgin oils. However, in recipes originating in the south of France (Provence), or in dishes containing olives, a strong, fruity extravirgin oil is desirable.