  Strong evidence exists for a highly significant correlation between the radio
flux density and gamma-ray energy flux in blazars revealed by Fermi. However,
there are central issues that need to be clarified in this field: what are the
counterparts of the about 30% of gamma-ray sources that are as yet
unidentified? Are they just blazars in disguise or they are something more
exotic, possibly associated with dark matter? How would they fit in the
radio-gamma ray connection studied so far?
  With their superb sensitivity, SKA1-MID and SKA1-SUR will help to resolve all
of these questions. Even more, while the radio-MeV/GeV connection has been
firmly established, a radio-VHE connection has been entirely elusive so far.
The advent of CTA in the next few years and the expected CTA-SKA1 synergy will
offer the chance to explore this connection, even more intriguing as it
involves the opposite ends of the electromagnetic spectrum and the acceleration
of particles up to the highest energies.
  We are already preparing to address these questions by exploiting data from
the various SKA pathfinders and precursors. We have obtained 18 cm European
VLBI Network observations of E>10 GeV sources, with a detection rate of 83%.
Moreover, we are cross correlating the Fermi catalogs with the MWA
commissioning survey: when faint gamma-ray sources are considered, pure
positional coincidence is not significant enough for selecting counterparts and
we need an additional physical criterion to pinpoint the right object. It can
be radio spectral index, variability, polarization, or compactness, needing
high angular resolution in SKA1-MID; timing studies can also reveal pulsars,
which are often found from dedicated searches of unidentified gamma-ray
sources. SKA will be the ideal instrument for investigating these
characteristics in conjunction with CTA.
  (abridged)
