Currently, there is no method for creating an empty/black texture of a specified size with alpha, something like this:
myTexture = new Texture( width, height, true );
This would be useful for cases where a texture's contents are generated entirely through an ITextureEffect implementation where alpha is used (i.e. if there is no "initial" frame to use when instantiating the Texture). This is not high-priority for me, though. I came up with a workaround that seems to function the same way:
BufferedImage image = new BufferedImage( width, height, BufferedImage.TYPE_4BYTE_ABGR );
myTexture = new Texture( image, true );
Sounds reasonable. I'll look into it...