I found some info you might use:
Orange extract: This is often used to make frostings, cakes, and liqueurs.
To make your own: Chop the zest from an orange and put it into a small, clean jar until the jar is 1/3 full. Fill the jar with vodka, making sure that the zest is completely immersed. Seal it with a tight-fitting lid, allow the mixture to steep for two weeks, then strain out the zest using cheesecloth or a coffee filter. The result won't be as strong as commercial extracts.
Substitutes: Use orange juice plus minced orange zest, then reduce another liquid in the recipe to compensate for the orange juice. OR rum extract OR vanilla extract OR orange liqueur (1 teaspoon orange extract = 1 tablespoon orange liqueur)