If I remember correctly, you need fur, not leather, so pigs and cows are not of any use, although there might be some leather involved as well for the straps to fasten the skis to your feet (there's leather involved in the making of the ski stick anyway).
The reason fur is used is that old time skis had hide underneath the skis with the hairs pointing backwards to provide grip and avoid slipping backwards.
Note that UrW requires total quantities, not whole sheets, so for leather you can often use the tanned leather from a lot of birds to get the required amount.
Dehairing results in leather (and takes a fair bit of time, something like 1-2 weeks for an elk skin), so for the skis you want to tan fur-bearing skin.