[Kaderin Triste]

Ah yeah. That's glue residue crap (or so I've read) because they use a ton in the heads and it sometimes kind of seeps into the hair and, over time, makes it feel oily.
I don't remember what the solution is though.

Edit: A quick search turned up this which should have some solutions.

http://www.monsterhighdolls.com/m/di...opic%3A2484895

There were a lot of various sites where people have asked for solutions to the "greasy hair" problem as well as YouTube videos. That was just the first one I checked.