This is a pain. On another question I got penalised for using Mantel for Jacket and this one requires it. Where is the consistency!
Why here we don´t use kein? Because "geld" is working like an adjetive? or because life is hard?
In our case it's 'nicht' because of the predicative use of 'gelb'. (Last rule in the nicht section on the page I linked to). A sentence with 'kein' would be: "Das sind keine gelben Jacken". (Note that in this case 'gelb' is used attributively)