So the colour of the hyperlink matters.

Quoted from Jacob, one rule that works for most occasions is, "... test this design with your own users. The design that provides the best usability is always contextual and determined by two factors: your users and their tasks".

One of the conclusions from "Link List Color on Intranets" is ...
"Assuming you pick a high-contrast link color with good legibility, using colored links will enhance overall usability, even when links appear in a designated list."

Also it is suggested that the colour of the link should change according to its status: link / visited. However, to my surprise, Jacob suggests "there is no need to use special colors or other visualizations when the cursor hovers over a link." as it makes the screen messy when a user browse through the page.

Other than these, consistency is a must.