Volatile Threshold switching, or current controlled negative differential resistance has been observed in a range of transition metal oxides (eg. NbOx, VOx and TiOx), with a two-terminal metal-insulator-metal device structure. Threshold switching devices exhibit large nonlinear changes in electrical conductivity, switching from an insulating state to a metallic state under external stimuli, including thermal and electric field. These characteristics are of technological interest for use as a memory selector element in high-density memory arrays and as a solid-state neuron for hardware-based neuromorphic computing. This talk will present an overview of research undertaken for the award of PhD, with a focus on the following topics: a) threshold switching characteristics in amorphous NbOx; b) the physical origin of threshold switching; c) self-sustained oscillation characteristics; d) coupled oscillatory systems in NbOx devices; e) numerical modelling of the threshold switching and oscillation behaviour.