My first steps were 3D tracking the shot and setting up the mood for the scene. Also, replacing the sky in the shot.

Then I created the explosion using pyro in Dynamic Operators simulation(DOP) in Houdini.

Tracked the shot Imported the the tracked camera in houdini, did some lighting and tweaking in the simulation to integrate with the shot.

Finally, rendered the shot and brought it back to nuke to composite.