Hojlund becomes the first Dane to win the award.
He said, "I am very happy.
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"Of course. It is a great privilege to receive this award, especially with the players who were also nominated.
"I always like to say that I have the confidence before I go into a match. Of course, you get a bit of momentum before a game when you score.
"Then you feel that you are in good shape and in a good flow, and you just want to start the next match. They can't come fast enough!
"I score all kinds of goals, but my favourite is probably the one with the chest against Luton, which I really liked."