  Relativistic jets of plasma are a key ingredient of many types of Active
Galactic Nuclei (AGN). Today we know that AGNs are powered by the accretion of
inter stellar material into the gravitational field of a Super Massive Black
Hole and that this process can release as much power as a whole galaxy, like
the Milky Way, from a region that is comparable to the Solar System in size.
Depending on the properties of the central energy source, a large fraction of
this power can be involved in the acceleration of magnetized plasmas at
relativistic speeds, to form large scale jets. The presence of jets affects the
spectrum of AGNs through the emission of synchrotron radiation and Inverse
Compton scattering of low energy photons, thus leading to a prominent
non-thermal spectrum, some times extending from radio frequencies all the way
up to $\gamma$-ray energies. Here we review some characteristic processes of
radiation emission in AGN jets, which lead to the emission of photons in the
radio, optical, X-ray and $\gamma$-ray bands, and we present the results of a
spectroscopic campaign of optical counterparts. We discuss our observations and
their connection with $\gamma$-ray properties in a scenario that traces the
role of relativistic jets in different classes of AGNs, detected both in the
local as well as in the remote Universe.
