From Version 9.1 XLCubed add-in for Excel can connect to Oracle Essbase and query it using MDX. Essbase connections can be used to create Grids, Small Multiple Charts and Slicers in the same way as Analysis Services connections.
From Version 9.2 XLCubed supports writeback and running calculation scripts directly from Excel.
The Essabse server must have the XMLA Provider Service enabled. Please refer to the Oracle documentation for information on how to do this. 
Writeback requires enabling Essbase Web Services, advice on doing that can be found online  ,  and . If you receive an error message of "EMPCSS-00301: Failed to authenticate user" you may need to disable OWSM as detailed in those pages.
In the connections screen pick the Essbase connection type, and enter the XMLA address as the server name, usually in the form: http://server_name:port/aps/XMLA
The Analytic Server name is normally the server_name as above.
If you need to enter credentials, or get an Unauthorized error message you must tick the Requires Logon checkbox, and enter your Essbase username/password.
If you want to run calculation scripts, then you can turn on this option in XLCubed Options, check "Show Execute Script".
Essbase requires an older version of the ADOMD.Net database drivers that are not provided with XLCubed. These can be downloaded and installed from https://www.microsoft.com/en-gb/download/details.aspx?id=44272
You must install the ASADOMD10 drivers, there are 32 and 64 bit versions, it is easiest to install both.