Alll energy has waves and all waves oscillate. Nerve impulses are electricity. Waves are said to be an "energy transport phenomenon" and can transfer energy without transferring matter.
Nerves are electrochemical, not merely electrical, hence slow, two orders of magnitude slower relative to the speed of sound in flesh (ca. 60 fps for nervous impulse vice ~1500 fps for pure vibration.) What is being transferred in waves is not purely energy -- it is momentum, because a wave through a medium of matter moves a mass in local oscillation, mass attaining a local velocity, and hence momentum, and transferring that momentum to the next connected mass in the direction of the wavefront. Sound moves mass in compressive oscillations. Waves of electromagnetic energy are simply oscillation tout court -- wave/particles which have angular momentum -- but no mass.