A full moon always rises at sunset - so there is often still some colour in the sky.
This image was made from 4 exposures ranging from 30s to 1/4 s. Putting them together in PS (as layers) was made more difficult by the fact that the moon keeps moving. - In a case like this, a HDR program like photomerge gets too confused by the movements, so is useless - Apart from this problem I generally prefer using layers to HDR as the colours are realistic.