Aurora, also known as Southern light, Northern light or Polar light is a natural light displayed on the sky.
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Aurora is produced when the magnetosphere is disturbed sufficient enough by the Solar wind and charged particles in the form of electrons and protons.
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The resulting ionization and constituents of atmosphere emits complex and various types of lights thus producing this beautiful view.
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The Gas giant planets such as Jupiter, Saturn, Uranus and Neptune also have Auroras but of different types as they have strong magnetic fields.