Peanut oil has a very high fat content. This might be a little too "rich" for her, which might make it difficult for her to digest.
Corn oil is good and horses don't seem to mind the taste. You can also add wheat or rice bran, which will also give her more calories. Flax seed is also a good supplement. You could also try vegetable oil (soybean oil), but it is a little more rich and many horses do not like the taste.
As with any change in feed, start slow. If you decide to feed an oil, start with just a drizzle. Work up slowly to 1/4 - 1/3 of a cup and stay with that amount and see how she does. I know some people feed 1cup of oil, but that seems like an awful lot!
You could also try beet pulp. It's a good source of fiber and is higher in calories than any other forage, so it sits right between being a forage and a energy feed. I prefer to feed it soaked - my ponies really like the hot mash it makes.
Good luck with your new horse.