Sorry for being late to the party and, I confess, I am well and truly confused. I have recently invested in some shielded speaker cable that I have yet to terminate. Most say not to connect the conductors to shield, some say conduct negative conductors to shield, some say cross connect the internal shields and conductors to the outer shield (mind boggles), some say the shield should connect to an earth on the pre amp, but no one seems to have a definitive answer.
To set the scene, my power cables are circa 3-4ft shielded at one end, with no hum/buzz. Interconnects are shielded XLR's. Speaker runs will be 3 & 4mtr respectively. I typically have no issues with any sort of humming or buzzing from speakers/amps. There is a low level hum from the power amps that does not transfer to the speakers so it's not a ground loop. The power amps are 700W monoblocks with dual hi power toroidal transformers, so I suspect it's just in their nature to hum little. No signal or power cables run in parallel to each other for any notable distance.
In the opinion of folks far more learned than I, should I bother connecting the shield on the cable at any end given my setup.