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What if the Nordic nations (Denmark, Sweden, Norway and Finland) had a colonial empire in the 19th and early 20th centuries?

Danish ships were involved in the slave trade in the 18th century, so it is clear that they were able to establish significant contact with Africa at this stage.

What POD would be required for this ATL. Perhaps a unified Scandinavia would be necessary to give a greater population and economic base for this to occur, so a continuation of the Kalmar Union might be a good POD.

Even if you believe that this ATL is implausible I would like your opinion on its likely effect on 19th century and early 20th century European international politics, which of course were extremely volatile?

Also what would the Nordic empire's attitude and policies be towards its colonies and their native populations. OTL policies differed between colonial nations varying from very 'segregationist' ie Belgium, to very 'assimilationist ie France.
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