Preheat oven to 325F (160C).
Using a sharp knife, remove & discard some of the excess fat from each piece of meat. Heat the oil on medium-high heat in a 7-quart Dutch oven or flameproof & ovenproof pot. Cook the oxtail until golden brown all over; remove from pan.
Discard all but about 1 tablespoon of the oil. Heat the oil on medium heat. Add onion & cook for 5 minutes or until softened. Add garlic & cook for a minute or two until fragrant. Add tomato paste & cook, stirring for 1 minute.
Add carrot, wine, broth, vinegar, rosemary, salt, pepper & sugar. Stir until well combined. Return oxtail to pot. Cover & bring to a boil. Cook in oven for 2 hours, stirring once during cooking. Remove cover & cook a further 30 minutes or until sauce is thickened & meat is falling off the bones.
Remove from oven; stir in lemon juice & parsley.