The 21-year-old is currently on loan at Deportivo from Portuguese side Benfica.
Oliveira has recently been linked with the likes of Manchester City, Manchester United and Chelsea.
“I do not think about the rumours of leaving because I am good at La Coruna,” he told Marca.
“I am focused on having a good season here. The season has started now and I am not paying any interest to the news I could leave.”
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Chelsea have struggled to build momentum in the opening stages of the campaign and are currently looking over their shoulders at the relegation zone.
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