Hi dbaber!

Well, there is no one rule to follow here, but a common way to establish a new key is to use the V chord ("the five chord") of that new key right before. The V chord contains notes that pull the listener's ear to its I chord.

In this case, this chord would be E major (or E7). E minor is in the key of G major, so you could play that chord first, and then switch to E major/E7 before going to A.

An E major chord contains the note G# (its major third), which is a half step below A - the "leading tone" of A, creating a strong pull towards A. If you choose to play an E7 chord, the pull is even stronger because of the added D note, pulling down a half step towards the C# in the A chord.

You don't NEED a special chord to modulate - many songs just start playing the same riff up 1/2/3/4 frets and there's your new key, but a V chord can enhance the effect.