LOTG 14.1 says "The player taking the penalty kick must kick the ball forward", but does not state what happens in the unlikely event that the ball rebounds off the woodwork into the kicker's own goal.
^LOTG 8.1 "a goal may be scored directly against the opponents from the kick-off; if the ball directly enters the kicker’s goal, a corner kick is awarded to the opponents"
^LOTG 16 "A goal may be scored directly from a goal kick, but only against the opposing team; if the ball directly enters the kicker’s goal a corner kick is awarded to the opponents if the ball left the penalty area."
^LOTG 8.2 "If a dropped ball enters the goal without touching at least two players play is
restarted with: • a goal kick if it enters the opponents’ goal • a corner kick if it enters the team’s goal"
^LOTG 15 "A goal cannot be scored directly from a throw-in: • if the ball enters the opponents’ goal – a goal kick is awarded • if the ball enters the thrower’s goal – a corner kick is awarded"
^LOTG 17 "A goal may be scored directly from a corner kick, but only against the opposing team; if the ball directly enters the kicker’s goal a corner kick is awarded to the opponents."
^ abLOTG 13.1 "Ball enters the goal • if a direct free kick is kicked directly into the opponents’ goal, a goal is
awarded • if an indirect free kick is kicked directly into the opponents’ goal, a goal kick is awarded • if a direct or indirect free kick is kicked directly into the team’s own goal, a corner kick is awarded"
^LOTG 14 "A goal may be scored directly from a penalty kick"