So for the most part there are no real relations between the continents. I thought of a way there could be without the need to create any new rules or features. The only question is "is it allowed?".
So here's how it could go:
Essentially the only commodity you can move across continents is gold in the possession of a noble. There are a couple ways this could constitute commerce. None are easy for players to enforce but they might just be worth trying at some point to some one.
1. Nobles might be intentionally dispatched to serve a certain amount of time on another continent, then return with their earnings. Various arrangements could be made to make this worth the noble's while.
2. Nobles could be sent with a gold supply for a loan which the realm will expect paid back with interest.
Not practical at all, but stranger things have been attempted. Therefore my question, is it allowed?