The Dane has been linked with a summer move away.
But AC told TV 2: "I'm not going anywhere, not at all.
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"I knew where I was coming from when I signed for Bara, I'm incredibly happy and I can't think about anything other than continuing here after the summer.
Asked about the rumours of his departure, he also said, "When someone like me knows what is going to happen, there is total calm.
"The rest is just noise. Yes, it has been a bad season. But personally I don't want to give up."