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You cannot create a peering connection between Amazon VPCs in different regions

From

Cover of AWS Certified Solutions Architect Official Study Guide

Note

Amazon EC2 now allows peering relationships to be established between Virtual Private Clouds (VPCs) across different AWS regions. Inter-Region VPC Peering allows VPC resources like EC2 instances, RDS databases and Lambda functions running in different AWS regions to communicate with each other using private IP addresses, without requiring gateways, VPN connections or separate network appliances. https://aws.amazon.com/about-aws/whats-new/2017/11/announcing-support-for-inter-region-vpc-peering/