It is probably cheapest to try booking.com OR trivago.dk
Example of range: Staying 2 nights, 25 and 26 June, 1 adult, range of hotels at booking.com (in Euro or other currencies).
Most people will be at Hotel Danmark as very close to the venue: The National Museum of Denmark but this hotel is filling up fast.
Moderately priced hotels
If you want cheap and efficient
- the wakeup by the train station is certainly that
- or Copenhagen Star Hotel
- or Cabinn city, mostly just a bed and shower but close to station and venue