I don't know bay alone, but any of these will work.
ESSENTIAL OILS FOR BUG CONTROL:
CEDARWOOD
CITRONELLA
LEMONGRASS
PENNYROYAL
TEA TREE OIL
GERANIUM
BAY LAUREL
CATNIP – Preliminary studies have shown catnip oil to be 10 times more effective at repelling mosquitos! Also a great flea repellant.
EUCALYPTUS OIL– Patch test before using on your skin. Keep out of mucus membranes.