I dont think they are gay but some people say they are and write stories about them being gay but I say no. I should know I love Yu Yu Hakusho. There is nothing in the anime or manga to indicate that they are, other than the fact that Kurama wears pink. The wearing of pink in anime used to be rumored to mean a character was gay. There is, however, some official art that would support the argument that they are. Basically fanservice for the girls who got into the series and like that sort of thing.
See More by Washu-M. Featured in collections. Kurama by AnimeChick3. HieiKurama by skitter Yu Yu Hakusho by Ashelinka.