It is important to apply for all scholarships and grants early in the process of going abroad as part of your studies. It often takes a while before you get an answer and if you do not get your first choice, it is important that to have a plan B.
You can check out SDU's Library's resources on scholarships and grants
As a student interested in the European Parliament, you can apply for a study or research period, if you have completed at least 3 years of studies at a higher educational institution.
As a student interested in graduate courses at Japanese universities you can apply for Japanese Government (MEXT) Scholarships for Research Students.
As a student interested in Master or PhD level studies/research in America you can apply for scholarships through the The Denmark-America Foundation & Fulbright Commission.