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The advantage of grapeseed oil is that it has a fairly high smoke point, so you can use a high temperature without it burning, but as long as you watch the heat, you can probably use any neutral vegetable oil. Canola oil's smoke point is closer. Here's a list of the smoke point of various cooking oils:
IT helps if you tell us what you are using it for. Listen to drbabgs, but some people use grapeseed oil in salad dressing and you can use any neutral vegetable oil and even olive oil if the flavor won't be too strong for the application.
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