In a publications list, how to categorize paper from conference whose proceedings are published in a peer-reviewed journal?
Allow me to disagree with @xLeitix.

No.  It's a conference paper.

A paper qualifies as a "journal publication" if (and only if) it passes through the standard peer-review process for the journal in which the paper is published.  If a paper is reviewed only by the program committee for a conference, it's a conference paper, even if the proceedings are published in a journal.

As a particularly confusing example, consider SIGGRAPH, the flagship conference in computer graphics.  For many many years, SIGGRAPH has published its proceedings as a standard issue of the journal ACM Transactions on Graphics (aka "TOG").

SIGGRAPH accepts two types of papers: (1) direct submissions to the conference in response to the call for papers and (2) papers published in TOG in the last 12 months.  Papers accepted from TOG are clearly journal publications, because they went through the standard TOG refereeing process.  (Those papers are not republished in the proceedings issue of TOG, but they are listed in the "table of contents".)  But direct submissions accepted by the program committee are not journal publications, because they did not go through the standard TOG refereeing process, even though they are published in TOG.

The distinction is all the more confused by the facts that in the graphics community, "SIGGRAPH paper" is a considerably more valuable label than "journal paper", in part because the reviewing process for SIGGRAPH is (or has been historically) considered more rigorous than the refereeing process for graphics journals. 

Of course, the rest of the world doesn't share this preference—or perhaps more accurately, doesn't believe that anyone sane could have such a preference—which is precisely why SIGGRAPH publishes their proceedings in a journal.  Put bluntly, the graphics community chose to defend itself against lazy scholars who value the imprimatur of a journal above the quality and impact of the work through deception.  Or if you prefer a slightly less inflammatory term: camouflage.

It's worth noting that ACM now explicitly forbids conferences from publishing proceedings in an ACM journal.  (SIGGRAPH's practice is grandfathered.)  But this doesn't stop non-ACM conferences like VLDB from wearing similar camouflage.