Add the following properties in the oozie-site.xml file, it should work:
<property>
<name>oozie.service.JPAService.jdbc.driver</name>
<value>org.mysql.jdbc.Driver</value>
</property>
<property>
<name>oozie.service.JPAService.jdbc.url</name>
<value>jdbc:mysql://localhost:3306/oozie</value>
</property>
<property>
<name>oozie.service.JPAService.jdbc.username</name>
<value>oozie</value>
</property>
<property>
<name>oozie.service.JPAService.jdbc.password</name>
<value>oozie</value>
</property>