Exposing for the sky and foreground subject

In a lot of situations you can't. The contrast will be too great to do both properly. Your options are:

1: pick an intermediate exposure that's not quite right for either.
2: ND Grad filter. Won't really work in this situation.
3: Merge multiple exposures. Won't work on a moving subject like this.
4: Lighten in PP. I'd be inclined to take the original raw file (if it was raw) and lighten that, then merge using layer masking.
5: Off camera flash to lighten your subject.
 
Do a search for 'fill flash'. You basically need to expose the background, and then add some flash lighting into the foreground. When done properly you will not notice the flash, it will look lovely and natural.
 
I don't think this has used any fancy techniques. Looks like the kind of sunny day where there's not much difference in brightness between foreground and sky so one exposure is fine for most of the scene. The only problematic contrast is the harsh shadows on the right side of the skater and in the halfpipe.
 
In this case I would of been tempted to use a large reflector off the image to the right, get someone to hold it and track the subject with it, but I don't have any off camera flashes otherwise I would of used them :)
 
A blue sky is not a problem in the slightest. Blue skies are easy. Here are a couple of examples of a "blue sky" shot with no edits, no flash, no reflectors, no edits....

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Even if there were white clouds in the sky it would not matter because everything within the scene is being front lit by the sun and the same exposure works well for all that you can see.

The tricky thing, and the example you have shown, is a (mostly) back lit situation, where the side of your subject facing you is in its own shade. There you have the problem of the environment being visibly sunlit, but the important part of the subject is shaded. With two very different lighting amounts of illumination you can't pick a single exposure that satisfies both needs at once. Therefore, as stated by others, you have to add light to the shaded side of the subject. You can do this with a flash, reflector, or simply by reorienting yourself relative to the subject.

The real tricky thing is shooting against back lit haze, or light cloud, which means you are effectively shooting into your own light source. That is far tougher to deal with. Blue skies, by comparison, are a joy. If you want to eliminate the sky as an issue then consider reframing to lose the sky from the shot altogether. Pick a longer focal length to tighten your framing and perhaps elevate yourself a little so that you are shooting towards the ground rather than the sky.

Here's an example of one of those nasty skies. To compound the problem the subject is under cover. This was only a quick candid shot, but the camera was already set up to hold detail in the sky and fill flash took care of subject illumination. This is cropped, straightened (I did shoot from the hip, literally) and white balanced, but there are no adjustments to brightness levels.

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Bottom line - shoot with an exposure to hold the detail in the highlights where you need to and add light in the areas that are too dark. You may be able to do that in the field, or you might need to rely on some creative editing. Another approach, which might work in some situations, is to use a graduated neutral density filter to subtract light from the brightest areas, rather than adding light to the darkest ones. Alternatively you could shoot multiple exposures and combine the results to produce a composite image that is exposed correctly throughout the dynamic range of the scene.
 
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