A little knowledge is indeed a dangerous thing.
A black anodised heat shield will perform worse than a shinny aluminium one. Yes, black objects do radiate energy more, but unless you're heat sheild gets up to real temperatures (600°C +, by which point it will have melted), radiative loss is going to be negligable compared to your convective loss.
The same argument could be said for radiative gain - the engine bay isn't really that hot so heat transfer by radiation will be minimal.
More importantly it will look better anodised black ;o)
On balance, you can anodise it whatever colour you want and it will make chuff all difference, but if you're going to get picky, there will be more heat gained by making it black that heat lost as the engine is hotter.
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Eco-warrior