I am creating a stop motion video using Premiere Pro, when exporting my clip the end shows a black screen. How do I get rid of this black screen? I want my clip to end on the last frame/photo.

Because that is what you told Premiere to do. Not intentionally, but due to the way the CTI//playhead functions in any NLE.

It is not ever between frames, it is always connected to the next frame. 

So if the playhead is at the end of the sequence, it is actually connected to one more frame ... the black one you get.

There is a keyboard short for go to the end of the clip, different from go to the end of the sequence. That is the keyboard shortcut you need to learn to use. 

Or go to the end, hit the Left key to back it up one frame, then export.