are there differences in energy consumption for displaying color?
If the display technology is a backlit LCD display, the color makes no difference. 

If the display technology is an LED, it's possible to compare efficiencies. The mcd rating is already weighted by the human eye's luminosity function so you should be able to compare the numbers directly. Of course it only makes sense when you compare LEDs with equal viewing angle. The numbers would appear to indicate that (at least for Avago's line) red is the brightest at 20mA regardless of Vf, which makes it the clear winner since Vf is lower for red than for any other visible color.