SSL Connection cannot be established error in Azure VM Connection via powershell
Microsoft made changes to the standard image on 8/24 which caused the WinRM SSL connection with self signed certs to break.
If you use the July 26 image for Server 2012 R2 it will work. The image name is:
a699494373c04fc0bc8f2bb1389d6106__Windows-Server-2012-R2-20150726-en.us-127GB.vhd
Addition to what Mike suggested:
The july image didn't work out for me. But with the June image I could use winrm over https.
I create my server in west-europe. So maybe your region also has influence over which image you get.