If horror resides in the tone of a work rather than specific content, there is a case for virtually all of Joyce Carol Oates's work to be so classified. Certainly there is a thick vein of darkness throughout.
Oates is a remarkably prolific writer.
Many of her early novels and stories feature seemingly arbitrary violent conclusions which do not arise naturally from the preceding events. If one defines horror as a genre using certain themes and tropes, Oates is undoubtedly a writer who uses some of them in her work. Supernatural events are rare, though Night-Side and Haunted collect some exceptions to this rule. The horror in Oates's work derives more from people's behaviour and states of mind. Bizarre events do occur, but they are of a kind that may be unusual but is not impossible.