in the UK jumping jacks are night clubs.
what exercise do you mean.
if its like a burpie - push up, tuck in your legs, jump up in the air, then back down to push up.
then I would go with that. it much more explosive. with skipping you can get RMS in your arms, and your just going with the flow. I feel its much better to do explosive exercises.
but then again you didnt say what for, skipping is better if your training for tings that require long endurance times like boxing and long running.
explosive is better for fottball, where a play is oly a few seconds long and you have time to recover