I used 9 conductor 18 awg cable speaker cable from a local high end
automotive sound system installer for circuits from front to back in my
engine transplant.  This brand was JL Audio but there are others.  This
was a good quality cable and at ~ $19 for 20' it was a good price and was
locally available.  It isn't shielded but there may be other shielded wire
from the auto sound system installers that would be appropriate for this
specific use.

This is a bit off topic but I found excellent wire connections could be
made using short (0.5" to 0.75") sections of thin wall brass tubing and a
Harbor Freight 9.5" wire crimping tool.  These could be left as crimped or
soldered easily.  Covering with heat shrink tubing completes the
connection.

Ed