There can be many reasons why your rose bush stems are turning black, but the most probable one is stem cankers. Click here to learn more.
Rose Diseases - Diseases that damage roses. - Kansas City Rose Society
Diseases
rose branches going brown and dying. in the Roses forum
Rose Diseases - Diseases that damage roses. - Kansas City Rose Society
A rose-tinted spectacle: new varieties versus the old favourites
How Can I Stop Die-back on Roses? - BBC Gardeners World Magazine
What's wrong with my plant? : Garden : University of Minnesota Extension
Rose cuttings turning Black / Brown from fungal disease
Rose cuttings turning Black / Brown from fungal disease