The article introduces a new family of copulas called trigonometric copulas to better understand extreme risk dependence. These copulas, like the Cot-copula and Csc-copula, can capture both upper and lower tail dependences in data. The Cot-copula is more accurate for heavier lower tail dependence, while the Csc-copula is better for heavier upper tail dependence. These copulas have positive dependence properties and can accurately represent a wide range of dependence scenarios. Additionally, the researchers extend these findings to multivariate copulas using a vine structure.