A lot of blogs offer an RSS feed. And then people might use that feed to show some content on their web page. Is that what you are referring to?
But blogs in general should be written by (you) showing your knowledge, etc. For example, I have two blogs - one talks about just me in general and then one about merchant accounts. A lot of people use blogs to promote their services and / or products in general. So usually pointing people to other blogs (links) would not be that great.
But if you are just doing it to maybe get incoming links to advertise, then yes - you might consider using the RSS feeds.
I would write about what I know though, and then use services like My Blog Log
to help promote your blog