Unraveling the coupling mechanisms of the Water–Energy–Food (WEF) nexus is critical for regional synergistic security and high-quality development. Using an integrated “relationship identification, equation construction, and scenario prediction” framework, this study characterized the spatiotemporal evolution of WEF interactions in the Yangtze River Economic Belt. Under this framework, a Granger causality test coupled with a SHAP interpretability model was first employed to quantify the causal strength among nexus elements, followed by a Bayesian Vector Autoregression model integrated with a hybrid Recurrent Neural Network (RNN) and System Dynamics (SD) approach to simulate evolutionary trajectories from 2024 to 2035. Results showed that: (1) The nexus mechanisms exhibited significant spatial duality. Upstream egg production drove a high virtual water footprint, while inland seafood consumption imposed a non-linear energy premium due to cold-chain dependency. In Shanghai, a strong diesel–groundwater coupling revealed a trade-off between energy input and underground safety. (2) Localized feed cultivation was the core driver for upstream water pressure, whereas logistics intensity was the dominant factor for energy–water interactions in urbanized regions. (3) From 2024 to 2035, the nexus structure will undergo bidirectional divergence. Ecological water demand in the midstream is projected to surge by over 130%, and Anhui’s milk production is forecast to more than double from 107.77 to 225.7 million tons. The findings provide scientific support for coordinating ecological conservation and high-quality development.
Li et al. (Wed,) studied this question.