How to have fog that doesn't obscure the sky/skysphere??

I’ve seen this effect in a lot of PS1 games (and some mobile/web games) where the skysphere/background is visible but there is still fog that completely obscures things that are distant from the camera.
Do you know how to achieve this effect in UE4?

Thanks in advance.

Edit:
Here is a video of a game that features this for reference:

http://www.swordofmoonlight.net/wp-content/uploads/2019/01/West-Shore-5b.png

Exponential HeightFog has a Cubemap setting.
With this the fog Cubemap will blend smoothly with the geometry in the distance
I haven’t found a way to have a dynamic cubemap this way though

Use the Fog Cutoff Distance if you just want it to stop at a certain point in space before the skybox.

Thank you both