Heat oil in a medium skillet over medium-high heat. Add shallot and cook, stirring occasionally, until softened, about 1 minute. Add wine, lemon zest and lemon juice; bring to a boil. Cook, scraping up any browned bits from the bottom of the pan, until the liquid is reduced by about half, 2 to 3 minutes. Add 1 cup broth, capers, parsley, salt and pepper. Cook, stirring, until the sauce is reduced by about half, about 4 minutes.