If by yellow flame you are describing the colour of the oven flames, then it is not suprising that the thermocouple is switching the gas supply off.
Yellow flames mean incomplete combustion-they should be sky blue in the middle and a darker blue ot the outside of the flame jet. Your oven burner is clogged at the air intake because not enough air is mixing with the gas to give clean burn. this produces a 'lazy' flame which does not have enough heat output to allow the thermocouple to keep the gas valve open, so the thermocouple does what it is supposed to-it fails safe and shuts the gas valve.
Get someone who knows what he is doing and get the air intakes on all your cooker burners cleaned out.
OK?
G B in Wales, April 2013
