Hi Victor,
That's a great question! The answer is yes, the outer planets are also affected by disturbances in the solar wind like coronal mass ejections (CMES). Although the aurora on Jupiter are strongly influenced by Jupiter's moon Io, the solar wind has also been observed to have an effect on Jupiter's magnetosphere. CMEs can also affect the aurora on Saturn. Radio waves and particles associated with CMEs have even helped scientists understand the location and structure of the termination shock. The termination shock is the boundary between our Sun's solar wind and the interstellar medium. The exact location of the termination shock depends upon variations in the solar wind, but it is located beyond the orbit of Pluto.
Kris