Hope this helps you!
Currently, I am afraid that this is not possible to be done in JIRA.
However, there is already an improvement request raised regarding on this : https://jira.atlassian.com/browse/JRA-7020
Please feel free to vote on it to increase its popularity and add yourself as watcher to receive any latest updates from the developers and feedback from other users as well.
There is a plugin in the Marketplace called Project Configurator:
that lets you copy a project and all its schemes, roles, custom fields, workflows, etc. from one JIRA instance to another. You can view full documentation for the plugin at http://awnaba.atlassian.net/wiki.
(Disclaimer: I am involved in the plugin development)
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