Meteorological and agricultural droughts are inherently correlated, whereas the propagation mechanism between them remains unclear in Northwestern China. Investigating the linkages between these drought types and identifying the potential influencing factors is crucial for effective water resource management and drought mitigation. This study adopted the Standardized Precipitation Evapotranspiration Index (SPEI) and Standardized Soil Moisture Index (SSMI) to characterize the meteorological and agricultural droughts from 1960 to 2018. The propagation time between these droughts was detected using the Pearson correlation analysis, and the cross-wavelet transform and wavelet cross-correlation were utilized to describe their linkages across the time–frequency scales. The grey relational analysis was applied to explore the potential factors influencing the propagation time. The results revealed that the agricultural drought typically lagged behind the meteorological drought by an average of 6 months in Northwestern China, with distinct seasonal and regional characteristics. The shortest propagation time occurred in the summer (3 months), followed by the autumn (4 months), and the propagation time was longer in the winter (8 months) and spring (9 months). Additionally, the average propagation time was longer in the plateau climate zone (8 months) than in the southeastern climate zone (6 months) and the westerly climate zone (4 months). There was a multi-timescale response between the meteorological and agricultural droughts, with a relatively stable and significant positive correlation over long timescales, whereas the correlation was less clear over short timescales. The key factors influencing the propagation time were soil moisture, elevation, precipitation, and potential evapotranspiration. Furthermore, the wavelet cross-correlation between agricultural and meteorological droughts was relatively high, with a lag of 0 to 3 months; as the timescale increased, the fluctuation period of their cross-correlation also increased.
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