Noel Carroll's The Philosophy of Horror, or Paradoxes of the Heart is a remarkable work of critical philosophy. His discussion of art-horror as the emotional impetus for why we engage with dark storytelling seems to logically synthesize much of the work of thinkers such as Nietzsche, Kafka, and Kierkegaard.
He uses primarily classical source materials in outlining his theories of a dark aesthetic. I think the prose is really suitable to this type of study, as he acknowledges the limitations of his survey while still covering a lot of critical territory in advancing his claims.
If you are working on research in the area of critical horror studies, I'd say begin with this text and then begin branching out into the more specific areas that interest you. I'm writing at present about the sociology of textual production, but I don't think I'd be in such a comfortable place if it weren't for grounding myself first in this book.