Fear X (2003)
The sequence at the end is based on this short film, as pointed about by the director on the commentary track.
director talks about the film
Mikaela saying to Agent Simmons (Played by John Turturro) that he should go back to guard the mall is a reference to Fear X, where John Turturro plays a mallcop
footage from film
mentioned and several clips are shown
Refn's film is discussed and featured.