Selegiline itself does not directly effect serotonin, but its unique MAO-A selectivty makes users at a much higher risk in serotonin toxicity. Its not recommended to combine any serotogenic drug with selegiline. Oxycodone hasn't been shown to have very much serotogenic activity but there have been reports of serotonin syndrome when combining oxycodone and an ssri.
I believe the chances of serotonin syndrome with oxycodone and an ssri, or a drug like selegiline is very rare. Just be aware it has happened.