What is an oven cooked Stew called?

There isn't a specific name for a stew cooked in an oven. It's still just called a stew!

You could, however, describe it more specifically by mentioning the cooking method:

* Oven-baked stew

* Slow-cooked stew (if using a slow cooker)

* Pot roast (if a beef stew is cooked in a pot with liquid)

The key thing is that the cooking method doesn't change the fundamental nature of the dish - it's still a stew!