Do Migraines have a Connection to Anxiety or Depression?

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Migraines are headaches that can last from a few hours to multiple days and the suffer may experience nausea and vomiting as well as sensitivity to light or sound. Migraine sufferers frequently report throbbing pain that worsens with normal activity. 

The reverse of ‘do migraines cause anxiety or depression?’ would be ‘do anxiety or depression cause migraines?’

This 2017 article published on the National Center for Biotechnology Information’s website suggests there is a link in this direction:

Anxiety and depression symptoms and migraine: a symptom-based approach research