On the battlefield, you can often observe that creatures have better stats if they are accompanied by a hero. While it is perfectly clear for attack and defense ratings (the appropriate stats of the hero add up to the creature stats), as well as luck, morale, etc, I've been so far unable to understand how and why creature speed is modified. Any help?
Creature speed isn't modified by hero stats...with one exception. If you have the Armageddon's Blade expansion, you can hire Sir Mullich, a Castle hero, who gives +2 to all creatures under his command. See here: Armageddon's Blade features
Creature speed is modified by the terrain type where the battle takes place. Creatures get a +1 bonus to speed if they're on native terrain. If I remember rightly, for the Fortress creatures, that's swamp; for the Tower, that's snow; and so forth.
Creature speed can also be modified by spells such as Haste and Slow, of course.
Your hero also may carry artifacts which increase creatures' speed:
This is in addition to the bonus granted by Sir Mullich that Kyralessa mentions.