How do I do a cross-database connection?

I have data in a table in Oracle that I need to copy into a 
Postgres table.  It has been suggested to me that I attempt to 
perform a cross-database select instead of exporting the info 
from Oracle into a CSV file and then importing the CSV data into 
Postres. 

Can someone please advise me on how to do this or point me to 
some documentation?

Thank you!

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