1. Preheat oven to 350 degrees F (175 degrees C). Wrap sweet potato in aluminum foil; place on an oven-safe dish to catch drips.

2. Bake in the preheated oven until soft, about 45 minutes.

3. While the sweet potato is roasting, place pumpkin, carrots, and onions on a baking pan. Brush with olive oil; sprinkle with salt, allspice, and white pepper.

4. Bake in the preheated oven until soft, 30 to 40 minutes.

5. Peel the sweet potato and squash when cool enough to handle. Transfer to a large saucepan; add carrots, onions, nutmeg, cumin, coriander, ginger, salt, and pepper. Stir in chicken stock and coconut milk. Bring soup to a boil; reduce heat and simmer until fragrant, about 20 minutes. Remove from heat.

6. Puree soup using an immersion blender until smooth.