This is the Bharal, the Himalayan Blue Sheep:
Notice how thick his fur is. Needs thick layers to survive.
Here is an example of longer fur (not sure which goat this is):
Plus a shot of the Ibex, which has sweet horns:
The Ibex belongs to the Capra genus, which all seem to have cool horn designs. Again, the fur is really thick.
And a good b/w image of the fur: