I can get you partway there, Aquinax; it's not as good as a single keystroke but it's better than mousing your way there. Hit <Ctrl-K>, and Excel brings up a window displaying the URL of the selected cell. You then have to <Shift-End> to select the whole URL, then another keystroke to copy it to the clipboard.

For that last step I use <Ctrl-Ins>, but I've been using Windows since the '90s so that habit dies hard. Most people probably use <Ctrl-C> instead. But in my day <Ctrl-C> was the almost universal halt-program interrupt, so it always causes me a bit of a twinge to use it.