The Norwegian has gone five from five since taking over as caretaker manager last month.
And Romero believes that the players are enjoying their football.
"We've had a great run," Romero told the club's website.
"Not just the results, but the way in which we have won the games as well. Scoring five goals in one match was a big boost to confidence and was really something.
"What we're showing now, after a great Christmas, is only right for a club of this stature, [it] proves what we can do. The run we've had over Christmas and new year is testament to that.
"[The manager] knows what he wants to achieve – both for the club and us as individuals. On the pitch and within the club, he has made it very clear from the outset so we know the expectation of us inside the club and externally.
"You can see he has brought to the club a certain happiness and it is going well."