Dry heat cookery methods are so-called because they do not use moisture to transfer heat. In terms of heat transfer, dry heat cookery methods are generally the simplest and quickest, as the heat does not need to travel through a medium such as boiling water. The heat can be transferred directly to the item being cooked using radiation, e.g. roasting; by convection, e.g. baking; or by conduction, e.g. through a pan.
An exception to this is shallow-frying and deep-frying, which use oil to transfer the heat. However, because water is not used to transfer the heat and the temperatures used are quite high, it is referred to as a dry heat cookery method.