First of all, there is no science that I have found that yellow lights (longer wavelength than white) improve your vision or conspicuity in fog.
Most so called fog lights are mounted very low on the auto or truck because fog usually sits a couple of feet off the ground and so, low mounts can improve driver vision somewhat.
But yellow light is not the most efficient light for the human eye to perceive. The sweet spot for the human eye is about 4500K, the temperature for OE HID automotive headlights.
Riding or driving in fog is very dangerous because most of the light from your headlights is reflected back into your eyes from the water vapor. Also, the water vapor (fog) allows poor travel of light from oncoming headlights and so, you don't see the oncoming vehicle until it is very close. Following vehicles is even worse because most rear lighting on vehicles is limited to only a few watts. If you are travelling in fog, you're better off having a bright light pointed to the rear so people don't rear end you.
Retroreflective material on a jacket or helmet helps also.