The sport is called Skijoring, and is the highlight of the yearly horse-racing event on the frozen lake of St Moritz in Switzerland. As far as I know is this the only horse-racing event of that kind in the world.
Skijoring is a race form derived from the Scandinavian sport of Pulka. For this race the rider is on skis behind the horse. Skijoring is fast and not without danger with the riders coming very close to each others horses, especially in the corners.