In his book, A Course of Lessons in Landscape Painting in Oils (1881), author Alfred Fitzwalter Grace (1844-1903) gave several suggestions on how to attain the proper looking sky using contrasting colors in the underpainting. "To get the quality of intense blue seen in a summer sky, let your ground be brilliant yellow; for a cool, grey sky, light red, with perhaps a slight addition of yellow, will be found a suitable ground." (p. 53). He also suggested that to achieve a luminous grey sky, "... an excellent way to get it is by painting over a good, solid, white ground a thin wash of yellow ochre, and over this again when dry with white and a little cadmium." (p. 53)¹
¹ Carlyle, Leslie, The Artist's Assistant, (Archetype Publications Ltd., London, 2001), p. 201.