Grey literature is defined as information "produced on all levels of government, academics, business and industry in electronic and print formats not controlled by commercial publishing" Greynet
Here are some example of Grey Literature:
Ignoring literature that is valuable but not commercially available may introduce a methodological bias in conducting research. This bias could seriously undermine the results of such research since it would not be considered exhaustive.
Pappas, C., & Williams, I. (2011). Grey literature: Its emerging importance. Journal of Hospital Librarianship, 11(3), 228-234. doi:10.1080/15323269.2011.587100