Is the price of hotels around Jay Chou concert illegal? Can I complain to the Consumers Association?

Illegal, yes. If the price increase of the hotel is inconsistent with what you said when you first entered the store, you can complain to the local price bureau if you didn't inform the consumers in advance and said it privately. Consumers have the right to supervise the quality of goods and services, and at the same time, consumers also have the right to report and accuse acts that infringe on consumers' rights and interests.