Either cut the peel very thinly off the orange so that the pith stays on the fruit. Or put the peels upside down on a wooden board, and, with a sharp knife, scrape the pith off.

Put the orange peels in a glass bottle so that it's about one-third full.

Fill the bottle up with clear alcohol. I prefer vodka because its taste is neutral.

Let the mixture sit for at least two weeks in a dark place. I usually put the bottle into my pantry.

There's no need to remove the peels. Just pour out as much extract as you need and, if necessary, fill the bottle up with vodka (or whatever you used) to keep the peels under the liquid.