Does the energy and power resources created by Jhin Murderous Artist when moving disappear at the end of a turn?

Yes, the energy and power resources created by Jhin, Murderous Artist disappear at the end of your turn.

According to RiftJudge FAQ #4791 and Core Rule 166:

• Any energy and power remaining in your resource pool will disappear at the end of your turn (and also at the end of your draw phase).
• While the runes that generated these resources remain in their current state (exhausted or ready), the virtual resources themselves are lost.

Jhin's ability simply adds resources to your Rune Pool when you move him; once added, these resources follow the standard rules for resource expiration.