Yes.
Connecting shield at just one end only works for shielded twisted pair cable where you have a pair of wires and a braided shield over both of them. One wire serves as your "hot," the other connects the grounds together, and the shield which covers them both is only connected to ground at one end. It's called a "telescoping shield."
But with a coaxial cable, you just have the one conductor in the middle and the braided shield over it. The shield serves both as the ground connection and the shield so it must be connected at both ends otherwise you'll just have one wire connecting your guitar to your amp.
And that won't work unless you want to use the resulting "BWAAAAVVVVZZZZZZTTT!" as an "effect."
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Connecting shield at just one end only works for shielded twisted pair cable where you have a pair of wires and a braided shield over both of them. One wire serves as your "hot," the other connects the grounds together, and the shield which covers them both is only connected to ground at one end. It's called a "telescoping shield."
But with a coaxial cable, you just have the one conductor in the middle and the braided shield over it. The shield serves both as the ground connection and the shield so it must be connected at both ends otherwise you'll just have one wire connecting your guitar to your amp.
And that won't work unless you want to use the resulting "BWAAAAVVVVZZZZZZTTT!" as an "effect."

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