The study I found regarding a true adrenaline rush seems to be removed from Psychosomatic Medicine for some reason.
I looked for everything I could think of in my university's library. Everything seems to point to increases in norepinephrine, but not epinephrine (adrenaline). I wasn't able to find anything on frightening video games, but that would be the best place to look.
I don't know about scientific studies or anything I'm pretty sure you can get an adrenaline rush from a video game. Because I get that or something like that all the time. Whether I'm playing a sports game and take the lead in a big game or something, or if I'm playing a Zelda game or Skyrim and do something epic I get super pumped up!! Lol.
Twilight Princess > Ocarina of Time > Wind Waker > A Link to the Past > Skyward Sword > Majora's Mask