The Scandinavians thought they had grabbed a sudden-death winner during overtime, only for it to be ruled out after a video review despite the home players having already celebrated and thrown their helmets onto the ice.
The final in Espoo instead went to penalties, with the Americans triumphing 2-1.
It was the first time since the inaugural edition of the championship in 1990 that the final was not played between the US and Canada.
The Canadians had to settle for bronze, thrashing Russia 7-0.
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