The Dane only moved to Hacken from Utrecht in January, but his form has already brought him to the attention to bigger European clubs.
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Andersen has been linked with Nottingham Forest, while Bold is reporting Arsenal have had scouts in Sweden during the year to watch the youngster.
Arsenal plan to continue scouting the player. They will have representatives on hand when Hacken host Strasbourg in the Conference League on Thursday.
Andersen, 21, has a deal with Hacken to 2028.