Pour vegetable oil into a 10" cast iron skillet to depth of 1/8". Place in oven and heat until oil and skillet are hot.
In a medium bowl, combine flour, cornmeal, sugar, baking powder, salt, and baking soda. Add buttermilk, 1/3 cup vegetable oil, and egg, stirring until combined. Stir in goat cheese and chives. Pour mixture over hot oil in skillet. Bake for 15-20 minutes or until a wooden pick inserted in center comes out clean. Let cool for 10 minutes before serving.