To answer such a question you need to make some definitions. Eg)
"how good you are at chess" = rating at a chosen type of chess.
"intelligence" = IQ. Not ideal, but quantitative. Otherwise, you need to find another unambiguous definition.
"link" = correlation. This is a particular type of statistical relationship. There are other types of relationship that suggest connection, but most will lead to a non-zero correlation.
Expressed like this, the answer is "yes". But it turns out that the level of the correlation means that most chess strength is not connected with general intelligence, and most general intelligence is not connected with chess strength. The research I am referring to is out there somewhere on the net waiting to be found (I can't be bothered at present, having read it before).
Is there a link between how good you are at chess and intelligence?