I think it's generally OK if you leave the shielding unconnected at one end (good practice anyway to avoid ground loops). There is an electrically-insulating transformer in the connector (nothing that would resist a lightning strike, of course, though some surge protectors have 8P8C connectors).

+1 for fiber though. Long fibers are cheaper, SFP connectors and modules are commonplace and have become quite cheap. Just need to learn a few new things, such as simplex/BiDi vs duplex fiber, and multimode vs mono mode.