The location of the control devices that produce forced oscillation sources is crucial to the elimination of forced oscillations. This paper proposes two frequency domain approaches to reliably locate oscillation sources from mechanical parts and excitation systems of generators to their control devices. Firstly, the transfer function matrix from mechanical disturbances to mechanical powers is demonstrated to be inherently diagonally dominant. The property is used to monitor and preliminarily locate oscillation sources from mechanical parts. Moreover, this paper proposes a systematic method of power spectral density prediction to further locate oscillation source to control device by using the generator terminal voltage (or generator current) to predict the power spectral density of generator responses. It is shown that for non-source generators, the responses are determined by the generator terminal voltage. The generator with distinct mismatch between predicted and measured power spectral density is identified as the oscillation source. The mismatches between predicted and measured power spectral density of different responses are different, further enabling the method to identify the control device producing the oscillation source. The method of power spectral density prediction is used as a general method to provide further and detailed location results. Demonstrative examples of a 39-bus system and the 547-machine 8647-bus North China Power Grid show the effectiveness of the proposed methods.