"Electrolysing masses of water into H2/O2 is all very well, but you have to store the hydrogen, which isn't so easy. Either high-pressure closed-cycle cryo-cooler storage, or an unavoidable boil-off loss. Both have issues. And you need a LOT of juice. "

Hydrogen is a liquid at 1 atm at 20 K.
One is going to mine lunar water in craters which are about 50 K and you have a space sky background temperature of 4 K.

Storing Liquid Hydrogen in a shadowed crater should not be too energy intensive. And with some thermal designs it might be possible maintain without energy needed for the required cryogenic temperature.

Getting the Hydrogen gas from around room temperature, to cryogenic temperatures, an energy efficient system may use the cold water [or "water ore"] which mined to cool the hydrogen gas to say around 150 K. But this might not be economical particularly with small scale operations.

In terms of mass [not volume] when you are mining water and making rocket fuel, the Oxygen will be 8 times more massive than the Hydrogen.
Hydrogen has a high specific heat:
"Hydrogen — Specific Heat: 14.304 J/g•K"
Whereas Oxygen:
"Oxygen — Specific Heat: 0.918 J/g•K"
From Google
So, when dealing with the Oxygen and Hydrogen gas created from water, the Hydrogen will require about twice the energy to warm or cool than compared to the Oxygen.

It is because the oxygen component of rocket is the most massive element- even compared to dense fuels such as kerosene- that some have suggested that focusing mining oxygen from Lunar rock in order to make a component of rocket fuel could be viable idea. But I would say that if you want oxygen in space, water is the easiest way of getting it.

So, for the moment let us suspend to issue of making cryogenic Hydrogen, and look at making cryogenic oxygen on the lunar surface.
The boiling point of Oxygen is 90.19 K
http://chemistry.about.com/od/elementfacts/a/oxygen.htm

Therefore storing cryogenic oxygen in a shadowed lunar crater is fairly easy- just put it in any old barrel. Storing liquid oxygen in a shadowed crater on the moon will be slightly harder than storing liquid water on Earth.
And making cryogenic oxygen on Earth from the air [at least on a large scale] requires little energy- which is reflected in it's relativity low cost.

So, if it is fairly easy on the Moon to turn warm gaseous oxygen, into cryogenic oxygen, then it's roughly twice as hard to bring gaseous the Hydrogen to around 90 K.
And if want to make cryogenic oxygen on the Moon, you probably want hydrogen gas for a refrigerant.
So the difficulty lies in bringing Hydrogen from 90 K to 20 K.
On earth to do this one would need to make a vacuum, on the Moon you have a vacuum. On earth one would use helium as refrigerant, which has a boiling point of about 4 K.
You could use helium on the Moon as a refrigerant, but you also have a sky which about 4 K.

So, say we have mined 100,000 kgs of water. 88,888 kgs
will be oxygen and 11,112 kg will be hydrogen.

The amount energy needed to Heat 11,112 kg of hydrogen from 20 K to 90 K could be quite straight forward, find the specific heat at those temperatures per gram and times this by the amount of total grams involved. But cooling is different, I'll let wiki explain:
"When comparing the performance of heat pumps, it is best to avoid the word "efficiency" which has a very specific thermodynamic definition. The term coefficient of performance (COP) is used to describe the ratio of useful heat movement to work input.
...
When used for heating a building on a mild day, a typical air-source heat pump has a COP of 3 - 4, whereas a typical electric resistance heater has a COP of 1.0. That is, one joule of electrical energy will cause a resistance heater to produce one joule of useful heat, while under ideal conditions, one joule of electrical energy can cause a heat pump to move much more than one joule of heat from a cooler place to a warmer place. Sometimes this is inappropriately expressed as an efficiency value greater than 100%, as in the statement, "XYZ brand heat pumps operate at up to 400% efficiency!" This is incorrect term, since heat pump efficiency is measured in another way. However it is correct to declare system efficiency of 400%
...
Heat pumps are more effective for heating than for cooling if the temperature difference is held equal. This is because the compressor's input energy is largely converted to useful heat when in heating mode, and is discharged along with the moved heat via the condenser. But for cooling, the condenser is normally outdoors, and the compressor's dissipated work is rejected rather than put to a useful purpose."
http://en.wikipedia.org/wiki/Heat_pump

Anyhow, I don't know how to give an exact answer, but I don't think the energy required would be significant as compared to the amount of energy needed to split water.
And I think this cooling should easier on the lunar surface as compared to in space.
Though the advantage of a lower shipping cost from Earth, to say, L-1 could make making rocket fuel at L-1 cheaper than compared to lunar surface.