Chlorophyll is what causes the eggs yolks to be yellow at least traditionally. You can also get the color from other things like was already listed. Just a side note, I don't know if Marigolds will give the yolk color but I had a college friend whose folks were missionaries in Bolivia and he said that they would not eat chicken unless the skin showed a little yellow coloration. They experimented and found the marigolds actually did color the skin. I would guess that would do yolks too.
Good luck.
Dave
Good luck.
Dave