Heat olive oil in a large, heavy bottomed saucepan over medium heat. Add onion and fennel and saute, stirring occasionally, for 5 minutes, until they begin to soften. Add garlic and continue to saute for 2 minutes more. Add orange juice, Pernod, white wine, cream and sea salt. Stir and simmer for 10 minutes more. Taste for seasoning. Add mussels, cover and steam for 5-7 minutes, until mussels are open. Discard any mussels that do not open.