In recent years, High Dynamic Range (HDR) imaging has attracted significant attention from industry and academia. As a result, there are currently several ongoing efforts towards standardization and benchmarking of existing tools for HDR image and video, and one of the key aspects is that of video quality measurement (both subjective and objective approaches). Therefore, this paper aims to identify few key challenges in the said area and then discuss existing solutions. Specifically, we first discuss a few important practical aspects that make HDR video quality measurement potentially challenging. Second, we report our recent efforts towards developing HDR video datasets that have been subjectively annotated for visual quality. Finally, we analyze and compare the effectiveness of existing solutions for objective quality prediction.