If you want better shielding just tightly wrap three coatings of teflon tape around the whole power cable you have now!
perhaps the most mis-informed advice I have seen in awhile.
Teflon has no shielding properties whatsoever, none, zip, zilch. What it does have is a very strong negative triboelectric charge potential so when it comes into contact with a nylon or wool carpet etc., a strong static charge will form. Not really what you're shooting for.
Chris
Tel Wire