Add all of the ingredients to a shaker, and fill with ice.
Shake and strain into a snifter glass.
To garnish, twist an orange peel over the surface of the glass to express its oils, then discard.
Float the star anise in the glass.
*Nectarine–bay-leaf syrup: Add 2 cups of sugar, 2 cups of water, 4 nectarines that have been pitted and cut into quarters and 6 fresh bay leaves to a medium saucepan over medium-high heat. When the syrup starts boiling, remove from heat and let cool to room temperature. Strain the syrup. It will keep in the refrigerator for up to 2 weeks.