First of all, it’s better to use refined instead of unrefined oil. Unrefined oils have a stronger flavor which can take away from the shrimp and batter. To retain the specific flavor of the shrimp and the batter, opt for refined oil. The best refined oils to use are ones with a high smoke point like canola oil, sunflower oil, corn oil, or avocado oil. The exception is sesame oil which is semi-refined but perfect for creating the authentic tempura experience.