The European Economic Area (EEA), which was established via the EEA Agreement in 1992, is an international agreement which extend the European Union (EU)'s single market to non-EU member. https://en.wikipedia.org/wiki/European_Economic_Area
If you have been employed and insured against unemployment in Denmark and become unemployed in another EEA country, you may transfer your periods of employment and unemployment insurance from Denmark to the other EEA country. These may be used to meet the conditions of the other country concerning entitlement to benefits during unemployment.
You can only be covered by the unemployment insurance system in one EEA country at a time. The main rule is that you have to be covered by the unemployment insurance system of the country in which you work. If you plan to travel to another EEA country to seek work, or to work, you must contact your unemployment insurance fund for information and guidance before you go. If you are incorrectly insured, it may have an impact on any subsequent entitlement to benefits.
Reed more: https://www.star.dk/en/eea-unemployment-benefits/