Creating a HDR panorama takes some planning and a solid workflow. Here's mine behind this picture:
First you have to find the right spot and be there at the right time. Sounds easier than it is because you have to know where the sun will be on the day you plan to shoot. I found a rock formation which provided me with a front row seat to this spectacular sunrise. Here is a 360 Panorama of the location.
Next I had to take 5 pictures for the panorama. Of each picture I took 3 copies:
2f stop under exposed, regular exposed and 2f stop over exposed.
Next I had to convert those pictures into 5 HDR images.
These images were then merged into one panorama. Finally some dodging and burning and some cleanup and the HDR panorama was done.