all batteries may explode when short circuited, regardless of alkaline, lithium based or nickel based. Though the construction of AA sized batteries is to reduce the likelyhood of "explosion" by having an air tight seal, if the sealed is weakened by dropping or manufacturing defect, it cannot hold the pressure in and will just 'exploded'.
In a bigger batteries, the excess pressure is released as thru vent plugs.
Read the label on the batteries. It usually says the possibility of explosion if installed backwards, short circuited, put in fire or charged (for non-rechargables).