That's a fun questions and one that many ppl have worked on, generally, but I imagine you'll find some really cool nuance in Pikas. Gates ("Biophysical ecology" 1980), Angilletta ("thermal adaptation"), and anything by Porter or Kearney will give you all the background you need. Gates is my personal favorite, but Kearney does some of the coolest contemporary stuff. The shortest answer to your question is that fur is a gatekeeper for metabolic heat waste trying to escape and the more restrictive the hair, the more heat is retained. It get's more complicated when you start to think about all the possible interactions and behavioral modifications that can further modify temperature. I have a pub dropping on 19 Feb that may help you think about the landscape consequences of these ideas. Cheers.

I know they are not herbivores, but I believe bats are generally recognized as having some of the finest fur among mammals, at least in part due to their small size (and the surface-to-volume problem that presents for an endotherm) and high metabolic requirements; all of this goes, of course, to considerations of thermal conductance. I would think that many of the environmental and physiological impacts underlying fur development/adaptations are probably common to all animals, regardless of trophic level, and could be integrated into your eventual research and manuscripts.