Well, this is not as simple as it should be.
- Create a SkyDome Light
- Create a file node for the Color (aiSkyDomeLightShape node).
- Load an .exr or .hdr panoramic image (LatLong spherical panoramic high dynamic range image) http://www.hdrlabs.com/sibl/archive.html
- Go to Render Settings->Arnold Render->Environment->Background, left click on the checker box->Create Sky Shader
- Connect the file node (created earlier) to aiSky node’s Color attribute.
Or create a new file node and load the high res, 8 bit version of the image (.jpg).
- In the siSky node, open the Render Stats section and turn off: Casts Shadows, Visible in Diffuse, Visible in Glossy.
Enable Visible in Refractions.
- Increase the Sky Radius attribute (to at least 10000 to decrease the parallax) in both aiSkyDomeLight and aiSky nodes. Use the Channel Box.
Tip: Do not forget, if you want transparent (refractive) objects you have to turn off their Opaque attribute.
Select the object->Mesh node->Arnold section, uncheck Opaque.