Hazelnut oil. It's a high protein oil so it really helps. After years of suffering from highlighted dry frizz, I found it by accident. It's transformed my formerly sad looking barnet.
I tried Argan oil and coconut. Too rich for my very fine hair. It became a sticky matted mess with coconut oil. Even small amounts made it greasy but didn't moisturise it as such. It was greasy frizz. It's as if it just sat on top.
Otherwise experiment with different oils until you find one for you.