"During his visit to Iceland in 1931, <Alekhine> started up two games with members of the Reykjavik Chess Club, evidently while having lunch in the restaurant of the Hotel Borg. Despite the unusual circumstances under which they were played, Alekhine characteristically took the games seriously. (This game was published in various periodicals, including "Chess Review", October 1933, with annotations by Alekhine.)

Because all but the first few moves were played by telegraph or radio transmission, the games are properly considered correspondence games, probably the last played by Alekhine, according to Harding. So we have an interesting composite game: First, a few moves are played informally in a restaurant in Reykjavik, without sight of the board.

Then Alekhine made a journey by ship to Denmark, and while the ship was at sea, moves were transmitted by ship's radio. When the ship docked at Copenhagen, the Icelanders lost contact with Alekhine, as he travelled by rail across Europe to Bled in Yugoslavia. But from Bled Alekhine wired his address and another move, resuming the game. And over the next few weeks the game was finally completed, with moves transmitted by telegraph!

The main players representing the chess club, according to Harding, were <Eggert Gilfer, Brynjólfur Stefánsson, and Hannes Thórður Hafstein.> The other game, with Alekhine playing White, was drawn but has not been handed down to us.

By the way, we can fix the date of the games with some accuracy. The Olympiad in Prague finished on 26 July, and Alekhine travelled to Iceland. In August, Alekhine started up the games in Reykjavik and departed for Bled, arriving before 22.08.1931. The games then were then completed by 29.09.1931, when the tournament in Bled ended."

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Chess Review (Oct 1933) p6

Slightly differ account, but given the commissioning request, and publication of game, it must be considered reliable.