no start

On three different occasions the 1999 yukon would not start. It starts when the key is turned full on and on the primary electric circuit but when you release the key it stops. Acts Like a low oil pressure cut off switch. Do the yukons have one? If not what else could cause it. After 15 minutes of sitting it starts and runs fine. Doesn't feel like a clogged fuel filter, it's more like electric shut off. Don't have chip in key... Thanks Ray