I'm pretty sure I read a document about it ages ago, since I used it for an old report on an old customer (my report would open the link to forwarding agent's tracking website), but I cannot find anymore.:\
I found a note in mine about this
data: l_url TYPE string VALUE 'http://www.google.com'.
CALL METHOD cl_gui_frontend_services=>execute
EXPORTING
document = l_url
EXCEPTIONS
OTHERS = 1.
I tried and it worked