From the Wikipedia page 
Volgograd Oblast (Russian: Волгогра́дская о́бласть, Volgogradskaya oblast) is a federal subject (an oblast) of Russia. Its administrative centre is Volgograd.
Stalingrad Oblast (Сталинградская область) was established on December 5, 1936 on the territory of former Stalingrad Krai. The oblast was given its present name on November 10, 1961
See also Administrative divisions of Volgograd.