The duo stands two strokes clear of England's Stuart Little, South Africa's Titch Moore and Scotsmen David Patrick and Marc Warren, who fired opening rounds of 68 to share third place at minus-3.
Eleven players are tied for seventh place one stroke further back after Day 1 of this event, which is the fourth and final dual-ranking event for the European and Challenge Tours this year.
The field for this $535,865 tournament is watered-down, with most of the world's top players competing at the WGC-American Express Championship in the United States.
But it is an important stop for players looking to secure their European Tour cards for next season. And Skold is one of those players.
The 30-year-old Swede was in the clubhouse first with his 66 after a solid round that included six birdies and one bogey. He reached red numbers with a birdie at the second and made the turn at 3 under after consecutive birdies at the eighth and ninth.
Skold was as high as minus-6 before a three-putt bogey at the 18th dropped him to his final score. It was a troublesome hole for Skold, who needs a good finish to retain his tour card for next season.
'The last hole was very annoying,' said Skold, who currently ranks 126th on the Order of Merit, just 11 places from the top-115 placement needed for his card. 'But I played well all the way through and hit all 18 greens.'
The 24-year-old Romero, playing under less stressful conditions with a 10th- place ranking on the Challenge Tour, reached 2 under with consecutive birdies at Nos. 2 and 3.
He continued his bogey-free round with six straight pars before a birdie at the 10th moved him further under par. Romero tied Skold for the lead with two more birdies at 14 and 17.