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Is using url.openConnection() function safe in java?

I have a shortened URL. Now I am using HttpUrlConnection to open the connection with the shortened link.
URL url = new URL(myshortened url);
Now I open the connection by calling:
HttpURLConnection httpurlconnection = url.openConnection();
Finally I am extracting the location header containing the actual destination URL by calling:
String expandedurl = httpurlconnection.getHeaderField("Location");
At the end I disconnect the httpurlconnection by calling:
httpurlconnection.disconnect();
I want to know if the URL I have used is of a malicious website, can it cause any harm to the calling host? If yes, then what are the possible ways it can attack the calling host?
Edit: I have even disabled redirect by calling:
httpurlconnection.setInstanceFollowRedirects(false);

It depends on what you do with the result. For example if you use it to query a database, it could be vulnerable for SQL injection.

Quotation marks in json to url

I have following problem. I have android app with some data and I want to post json data to web api. Api notice when you load url with json like this.
http://example.eu/xx/yyyy/{"data1":"TEXT","data2":"TEXT","data3:"TEXT","data4":"TEXT"}
but when I do it like this ....
URL url = new URL("http://example.eu/xx/yyyy/"+json);
HttpURLConnection connection = (HttpURLConnection) url.openConnection();
connection.connect();
It work but in api i see this
"{\"id\":\"14D20E65-5701-4519-AD87-1FBBD80706CF\",\"stav\":
\"SENT\"}"
There are quotation marks with backslash. And I don't know how to remove them. (I think the problem is when i load string url to URL class)

Finding URL is of video or audio in java?

If I give any URL, I want to know whether the URL is video URL or audio URL.
Is there any API to find ?
Thanks!

This is not a function of the Java language. You might be able to find some third party library that does what you want, but you have not provided enough information to determine what it is you really want in any reasonable set of circumstances. The following might do what you want, though.
You could just get the ContentType from the http request using something like this:
URL url = new URL(myUrl);
HttpURLConnection connection = (HttpURLConnection) url.openConnection();
connection.setRequestMethod("HEAD");
connection.connect();
String contentType = connection.getContentType();
A list of common video ContentTypes that you could detect for are listed on Wikipedia. You'll see video/avi and video/mpeg listed, for example.

URL given have fileNotFoundException

I have the following code, it works totally fine on my local development server, but when I uploaded to the deployment server, I always hit file not found Exception
String urlStr = "http://" + getContext().getRequest().getServerName() +
getContext().getServletContext().getContextPath() + "test.action";
URL url = new URL(urlStr);
InputStream input = url.openStream(); //Error always occurs here, it gives me the correct URL but it says file not found.
Can anyone help me with this?

Because its a HTTP URL the correct way would be as follows.
String urlStr = "http://" + getContext().getRequest().getServerName() +
getContext().getServletContext().getContextPath() + "test.action";
URL url = new URL(urlStr);
HttpURLConnection conn = (HttpURLConnection) url.openConnection();
if (conn.getResponseCode() == HttpURLConnection.HTTP_ACCEPTED) {
InputStream input = conn.getInputStream();
}

I think that #deadlock's comments is probably the key to solving this.
You are getting a FileNotFoundException because the remote server is sending a 404 Not Found response. The most likely explanation is that you are attempting to connect using the wrong URL. Print out the URL string before you try to connect.
All the evidence is pointing to the fact that the server is sending "404 Not Found" responses ... for both versions of the code. This normally means that your URL is wrong. But it is also possible for it to be other things:
You may be using different proxies in the Java and browser cases, resulting in the Java case reaching some server that doesn't understand the URL.
It is conceivable that the server is implementing some anti web scraping mechanism, and sending you 404 responses `cos this thinks (rightly) that your requests aren't coming from a web browser,

can't get response header location using Java's URLConnection

can someone kindly suggest what I'm doing wrong here?
I'm trying to get the header location for a certain URL using Java
here is my code:
URLConnection conn = url.openConnection();
String location = conn.getHeaderField("Location");
it's strange since I know for sure the URL i'm refering to return a Location header and using methods like getContentType() or getContentLength() works perfectly

Perhaps Location header is returned as a part of redirect response. If so, URLConnection handles redirect automatically by issuing the second request to the pointed resource, so you need to disable it:
((HttpURLConnection) conn).setInstanceFollowRedirects(false);
EDIT:
If you actually need a URL of the redirect target and don't want to disable redirect handling, you may call getURL() instead (after connection is established).

Just a follow up to axtavt's answer... If the url has multiple redirects, you could do something like this in order to obtain the direct link:
String location = "http://www.example.com/download.php?getFile=1";
HttpURLConnection connection = null;
for (;;) {
URL url = new URL(location);
connection = (HttpURLConnection) url.openConnection();
connection.setInstanceFollowRedirects(false);
String redirectLocation = connection.getHeaderField("Location");
if (redirectLocation == null) break;
location = redirectLocation;
}