I know of no sound that will deter skunks from seeking food that is otherwise available to them. Lights and sounds might initially create a fear-/newness- effect, but once the animals know that the food is still available and that there's no negative consequence associated with the light/sound, they proceed to the food. 
Can you describe your yard or area from which you need to exclude skunks in terms of whether it is fenced or not, etc?
Exclusion of skunks comes down to 1)excluding their movement into an area or space such as under sheds and 2) modifying the habitat to eliminate access to the food itself. 

Skunks are relatively easy to exclude with barriers/fencing because they aren't climbers, but because they're capable of digging, the unchewable/durable welded wire or sheet metal should extend 1.5-2 ft deep and at least 6inches in a horizontal apron angled to where the skunks would come in from. Those exclusion guidelines can also be applied to keeping skunks from denning under outbuildings, houses, or window wells, too. 
Because skunks are omnivorous and eat a little bit of just about anything, spilled birdseed, livestock/pet food, invertebrates such as lawn grubs, eggs, rodents and the food+spaces supporting rodents, downed fruit & vegetables in the garden, garbage...and the list goes on. 
I hope this is helpful, and feel free to write back here if further info would be of help.