Hello Raj,

TGA / DSC won't tell you if the material is energetic (i.e. explosive) or not, but is a very important part of screening your material. Energetic materials will tend to display a strong exotherm at the point of decomposition, however primary explosive materials that I have researched will react & decompose but not explode (temperatures up to 600 deg C, heating rates up to 50 deg/min). 

You need to also look at tests for sensitivity to impact, friction and electrostatic discharge, all of which can be accomplished on relatively safe milligram scales, prior to scaling up. 

I have attached links to two references which may help you - the first is the official UN manual of tests for dangerous goods (including explosives), while the second is a rather good synopsis of energetic materials chemistry (Chapter 3 has a very good introduction to the screening & testing of EM's). However, given the risks involved, you really need to seek hands-on advice from a local explosives researcher. 

Kind regards, Andy.

http://www.unece.org/trans/danger/publi/manual/rev5/manrev5-files_e.html

http://www.wiley-vch.de/publish/en/books/bySubjectCH00/bySubSubjectCH30/3-527-32610-3/?sID=2dpg1f19m96gd794e30aqjqpu6

Consider for a moment what you want to know and why.

If you want to know how sensitive an explosive is for transport purposes then the chances are that the measurements have to be done by an approved explosives lab. This is becuase assigning the transport class like 1.3 of an object in some parts (UK) of the world can only be done by a competant authority which has been given authority by the state.

If you just need to know how sensitive it is for lab safety then you can do your own tests, just be careful of a false negative result. You could consider a very crude shock test. Put a tiny amount on a house brick and then give it a mighty blow with a hammer (wear eye and ear protection for this experiment + tough gloves). If it goes bang then it is shock sensitive.

When people work on sulfur nitrogen chemistry it is quite common to test any product of things like ammonia with a sulfur halide to make sure that you have not made S4N4 by error using the brick test. The problem is that for many reactions in S / N chemistry they can not be understood in terms of mechanism and every reaction forms some S4N4, the only difference is the yield of S4N4 differs between experiments.