Mocking OracleExceptions

We are trying to catch an OracleException in our business layer that has been rethrown by our Data Access Layer. We want to test that the exception is being caught properly, so we'd like to mock a thrown exception. Something like this:

            using (RecordExpectations recorder = RecorderManager.StartRecording())
            {
                ExampleDalClass mockedDal = new ExampleDalClass ();
                recorder.ExpectAndThrow(mockedDal.Insert(someData), new OracleException());
            }

However, this doesn't work because OracleException doesn't have any constructors. This will not even build.

Any suggestions?
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