Hair Color Genetics. This is a fairly complex concept that comes from some observation and from conjecture. Melanin is what colors the hair... and behaviorist surmise: (Bonnie Beaver, 102)



“Epinephrine has the same metabolic pathway as the pigment melanin, and the same precursor is need for synthesis of both. Genetic manipulation of coat color could then be useful for breeding in or out certain behavioral characteristics such as fear and aggression.”



Helmut Hemmer, Domestication

“The coat color of a mammal is related to the basic level of its activity, its reaction intensity and its environmental appreciation. The reason for this is probably to be found in the fact that up to a certain stage the pigments that determine color - the melanins - and the catcholamine group of neurotransmitters that are to a large extent the basis of the information processing system share a common biochemical synthesis pathway. Selection of certain coat colors can produce a behavioral change with a corresponding change in the stress system either towards attenuated behavior and increased tolerance or in the opposite direction. Combinations of the alleles of single color genes that deviate from the corresponding wild-type increase or alter their effect on behavior. It follows that the strategy of selecting and combining certain coat color types can produce direct effects on domestication.”

There's more about various mammals on color and behavior genetics.
http://www.akerrsbengals.com/temperament.htm