Since the early 2010s the IceCube Neutrino Observatory has detected neutrinos of energies of ≳100 TeV from unknown extragalactic sources. To produce such high energy neutrinos, the sources must be able to accelerate hadrons, such as protons, to ≳PeV energies. Therefore, the origin of these neutrinos is linked with the origin of ultra-high-energy cosmic rays, which has itself been a mystery for more than six decades. Theoretically, one of the most promising candidates are relativistic jets launched by supermassive black holes (SMBHs), but the connection has been rather tenuous observationally, which is thoroughly explored in this thesis. If SMBH jets emit neutrinos, the jets viewed at small angles, referred to as blazars, would be the brightest. As such, this thesis compiled the largest blazar catalog to aid with the search for neutrino emitters. Moreover, ≳100 TeV neutrinos from SMBH jets are theoretically expected to be emitted during major acceleration events in the jet, which can be traced by the most prominent electromagnetic outbursts. Thus, this thesis also collected optical light curves for as many blazars as possible and identifed their outbursts. This enabled conducting the most extensive spatio-temporal blazar–neutrino correlation test to date. This test was statistically optimized through comprehensive comparative Monte Carlo simulations, and constrained the fraction of astrophysical ≳100 TeV neutrinos from major SMBH jet outbursts to fewer than 8%. This thesis further explored the ability of SMBH jets to produce neutrinos indirectly. If ≳PeV hadrons are present in the jet, as needed for ≳100 TeV neutrino production, part of its electromagnetic emission must be hadronic in origin. The contribution of hadronic emission processes can be constrained via contemporaneous photo-polarimetric observations of blazars. Such observations were conducted, leveraging the newly launched Imaging X-ray Polarimetry Explorer (IXPE) satellite which measures blazar polarization at the highest frequency to date, X-rays. It was shown that hadronic emissions are likely subdominant in SMBH jets, generally inline with their weak neutrino correlation. Further multiwavelength campaigns involving IXPE also enabled this thesis to provide evidence that acceleration zones in SMBH jets are energy-stratifed and that shock acceleration plays an important role in them.