4AD said:
Trading provinces can be very funny , if anyone has played Superpower II this was a cool feature , i once bought half of lybia as brazil just for the oil of it
There's a nifty way for Austria to get the Balkans from Turkey in Victoria without having to fight the Turks.
(1) Improve your relations with the Ottoman Empire to the point where the Sultan will entertain diplomatic proposals.
(2) Declare war on Egypt and grab as many provinces as you can. It's a lot easier to fight the Egyptians than the Turks.
(3) Arab provinces are compatible with Turkish culture and factories can be built there. The Ottoman Empire will trade Balkan provinces for Egyptian ones!
Come to think of it, I wonder if the AI-controlled Ottoman Empire would sell the Russians the shovels with which to bury it by trading Tirane, Bucharest, and (I think) Varna for Egypt, thus requiring Russia to capture only Constantinople and Belgrade to get the "Tsar of all the Slavs" event.

I recall buying Belgrade from Austria for exactly this purpose.
The same thing could, of course, apply in EU III as well if you capture a province you definitely don't need or want but an ally or even a neutral third party can use. Unprofitable provinces or colonies that run up your stability costs while contributing little or nothing to your economy should definitely be traded away if possible.