Why should I write SQL code with uppercased keywords?

Almost any literature writes SQL keywords and functions in *UPPERCASE*. e.g.

SELECT column_1, MAX(column_b), * FROM table AS alias;

* What is the reason for this? * Is it because of a better readability? * Is it considered bad habit to write code in lowercase? e.g.

select column_1, max(column_b), * from table as alias;

What coding style should I use for SQL and why?