No. Oslo is in Norway, and is even Norway's capital city.
Baku
The capital of Scotland is Edinburgh. It is known for its historic architecture, including Edinburgh Castle and the Royal Mile.
Paris.
It is Kingston my friend
Whitehorse
the capital of Mexico is Mexico city
Frankfort, Kentucky
London and Sydney.
Curitiba is the capital of Paraná, in the south region.
Oslo is the capital and the most populous city in Norway.
Yes, "Oslo" should be capitalized as it is the name of a city. "Oslo paper" refers to a type of paper, so "paper" should not be capitalized in this context.