Just weeks into taking charge of Brondby, Cooper is being linked with a return to the City Ground as Ange Postecoglou struggles to make an impression.
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But he told local media on Friday: "I don't read the media. I'm not aware of anything. I'm just really focused on my work.
"I think I've said it many times, both in front and behind the cameras, that I really enjoy this and am committed to what we can achieve. That's the only thing that records my mind.
"It is a great honor to be here and I really want to respect my position and do my very best to do the best possible work."