Essential singularity of c.c.(z)

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According to my lecture notes, $z^*$ has an essential singularity (asterix denotes complex conjugate). However, it is not explained why nor at which point. Can anyone elaborate where the singularity is?

The reason why I ask is because $$ \oint(z^* dz) \neq 0 $$

where the curve is a circle centered at the origin, which must mean that indeed there is a singularity.