I don’t know if it’s useful to anyone but I thought I’d post it anyway.
There are two comments on this tutorial (Blender & Yafray HDRI Tutorial) of people who say it doesn’t work, the HRDI map doesn’t reflect in the sphere.
There’s an easy way to fix this: follow the tutorial to the end, then go to the World Buttons in the Shading Tab, and under the Map To tab, click the “Hori” button and deactivate “Blend”.
Now your HDR image does reflect in the sphere.
Hope this helps!