I doubt it has direct impact on SEO but I have seen Amazon use all capitals in their product headers for the keywords.  I don't know if this is dynamically generated but to give you an example it can be something like:

16oz. boxing 134895tp BOXING GLOVES for GIRLS

My guess is the reason they do this is to make the keywords stand out on the SERP and increase their CTR but if it had direct impact to SEO everyone would be bolding and caps-locking.