Well both ammonium nitrate and potassium nitrates are both used for such things. When heated they both give off oxygen and therefore increase the burn rate of what ever is burning. Hence why they are called oxidizers. However, since this takes place in nano to milliseconds, it comes off as a big explosion.
If you ever studied gun powders like Alliant Bullseye and IMR 4350 and such ammo reloading powders, their burn rates really are important. When you do reload ammo, then powder burn rates come into play. You have to use the correct burn rate powders with the different ammo or real problems will occur.
For instance, you could probably get away with a really slow burn rate powder like IMR 4350 in a 9mm pistol round and while it won't be good, it will shoot. BUT, if you used a very fast burn rate powder like Alliant Bullseye in a 3006 cartridge, now you are going to blow up the gun and maybe yourself as well.
Just a little example of burn rates of gun powders. And everybody thinks that when you pull the trigger on any gun, a mere simple explosion happens without any issue. So much more to it. JMHO