There are two Period types that allow the bounds of a period to be specified in a type that supports a time zone: TdPeriodTimeWithTimeZone and TdPeriodTimestampWithTimeZone. The beginning and ending bounds do not have to contain the same time zone. However, UTC representation of the beginning bound must be less than the UTC representation of the ending bound.
For more information on Time Zones refer to Date And Time -- Time Zone.