One possible solution only briefly tested under the debugger: 
  DB<1>  @keylist = qw/one two three four/;

  DB<2>  $hash = ();

  DB<3>  sub make_hash {$string = join '}{', @_ ; $string =  '$hash{' 
+. $string . '} = 0'; eval $string;}

  DB<4> make_hash(@keylist);

  DB<5> x \%hash;
0  HASH(0x6004f9dc0)
   'one' => HASH(0x6004f9d48)
      'two' => HASH(0x6004f9c10)
         'three' => HASH(0x6004f9be0)
            'four' => 0

  DB<6> make_hash( qw/jan feb mar apr may jun/)

  DB<7> x \%hash;
0  HASH(0x6004f9dc0)
   'jan' => HASH(0x60064b430)
      'feb' => HASH(0x60064b508)
         'mar' => HASH(0x60064b538)
            'apr' => HASH(0x600500860)
               'may' => HASH(0x60064eab0)
                  'jun' => 0
   'one' => HASH(0x6004f9f58)
      'two' => HASH(0x600639458)
         'three' => HASH(0x6006175e8)
            'four' => 0

[download]
I did not try further, but it appears to work. One thing missing is the check of the eval return value, but this was just a kind of quick proof of concept. Passing additional arguments such as an hash ref and the value to be assigned, rather than hardcoding them, seems to be an implementation details.

In reply to Re: define a hash-value, using hash-ref and a list of keys by Laurent_R
in thread define a hash-value, using hash-ref and a list of keys by janssene

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