I know this is an older question but this past week I started to get a similar problem, so I leave here some notes regarding the solution that fits me.
This happened only in some Windows machines using even the last JRE to date (1.8.0_45).
The Java Web Start started to load but nothing happened and none of the previous solution attempts worked.
After some digging i've found this thread, which gives the same setup and a great explanation.
https://community.oracle.com/thread/3676876
So, in conclusion, it was a memory problem in x86 JRE and since our JNLP's max heap was defined as 1024MB, we changed to 780MB as suggested and it was fixed.
However, if you need more than 780MB, can always try launching in a x64 JRE version.