Periodical may include explosive material (8)
I believe the answer is:
magazine
I believe this is a double definition.
'periodical' is the first definition.
(I've seen this before)
'may include explosive material' is the second definition.
(gun cartridge container)
(Other definitions for magazine that I've seen before include "Army storehouse" , "Periodical publication" , "Storehouse for ammunition" , "paper?" , "powder room" .)