<skill>
<hotkey="E"/>
</skill>
Again, though, it should not be for skills, it should be for commands, eg:
<command>
<hotkey="e" />
</command>
A skill just defines the parameters of the action, the command is the ability to use that action. If a unit has a produce skill, but no produce command, it can't produce anything. As well, you can use the same produce skill for three different produce commands, each which may produce the same unit. A good example is how move is usually used in multiple commands, even though you can use a separate move skill (eg, the swordman has a separate charge move skill for his attack command), most units in mods use the same for all commands.
The bottom line, it has to be on commands, not skills.