Oxymoron is oxymoronic

oxymoron / ahk-si-mo-rahn / noun

A phrase or compound word containing two words that are ostensibly semantic opposites, such as "a long brief" or "hot ice."

Linguist Robert Beard: The adjective for this word is oxymoronic and the adverb oxymoronically. Try using the pedantic plural oxymora instead of oxymorons; it really impresses people.

Oxymoron, Beard writes, is most appropriately an oxymoron itself; it least it was in Greek. 

Greek oxymoron is made up of oxys "sharp, acid" and moros "dull, stupid", the source of the English word moron. Greek oxys is also found in oxygen. It is akin to Latin acus "needle", whose root we see in acute, acuity, and acupuncture. 

The original Proto-Indo-European root ak- "needle" came to the Germanic languages as something like agjo, which developed into Old Norse eggja "to needle, egg on". During one of the friendly Viking visits to England from the 9th through the 11th centuries, English borrowed this word for its verb to egg (on). The word was already in English, but with a different pronunciation: today's edge.

 Those Vikings were fun-loving guys.