The game does not normally allow this but if you switch to running mode and then put on your skis you can in fact run while skiing. This gives you the speed bonuses of both skiing and running, so you're faster than if you would just run normally without skis. It's very tempting to use this to get away from robbers or warriors - just quickly take off your skis as the encounter begins, switch to running and then put them on again. I achieve a speed of about 15km/h in the snow albeit briefly.