How to link price to the product display? I have a page of product teaser links (image, title, price) and I was able to successfully link all except the price to the content with the module Linked Field.

The price field acts differently. The settings are pulled from the Variation settings, and even when a link is set there, the price display remains as before - no link.

Is there a way in Drupal commerce to link the price to the product display?
You normally don't link all fields to your product display, but you reference the product from your product display using the commerce_product_reference that ships in the Drupal Commerce package.

You can create a content type and a product type. Then on the content type add a product reference field. Now the node and the product are linked and all fields (including price) and other properties are accessible for both entities in Views, Rules, etc.

Optionally you can enhance the experience using Inline Entity Form as a widget for the commerce product field. That allows you to fill all the product properties (such as price) when creating a node.