Jersey is foggy (6)

I believe the answer is:

woolly

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'foggy' is the definition.
Both the definition and answer are adjectives. Maybe there's an association between them I don't understand?

I cannot understand how the rest of the clue works.

Can you help me to learn more?

(Other definitions for woolly that I've seen before include "as 3 [ROMNEY] ?" , "Unclear" , "Confused and vague" , "Made from sheep's hair" , "Warm clothing" .)

I've seen this clue in The Telegraph.

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