In a large saucepan over high heat, warm the oil. Add the turkey neck and cook until brown on all sides, about 8 minutes. Add the onion and celery and cook until brown, stirring frequently, about 10 minutes. Add the broth and giblets and bring to a simmer, skimming the foam from the surface. Add the peppercorns, parsley sprigs, and bay leaves. Bring to a boil. Reduce the heat to low, cover partially, and simmer for 2 hours. Strain the stock. (The stock can be made 1 day ahead. Cool slightly, then refrigerate. Discard the solid fat from the surface before using.)