A Kerosene Heater could potentially explode especially if you use other fuels instead of the regular kerosene.
Kerosene in the heater evaporates pretty good in the kerosene heater when burned so it's very unlikely to explode the kerosene heater.
Although anything is possible but usually a kerosene heater is pretty safe as long as used safely and properly and I would recommend not using any other types of fuel other than Kerosene Fuel.
But you can use diesel fuel or Jet fuel but those types of fuel are not recommended.
Used safely and properly the Kerosene Heaters are pretty safe and have been used safely for many years although they're not meant to be used as sole heat sources and only emergency heat unless you have the vented kerosene heaters.