I applied a copula model to my data. Then I plot the surface plot for each selected copula function. As I understand, each colour in the plot indicates the strength of the dependency. For example, red (strong dependency), yellow (moderate dependency), and blue (no dependency). Based on this, I supposed that the plot for Frank and Gaussian copula will give me red colour in the middle and blue at the tails! However, I got the opposite. However, for Clayton and Joe copulas, the situation is different. That is, the tails are presented in red colour! For example, please see the plots in this paper here.
So my first question is, is my understanding regarding the colour of the surface plot correct? I think the surface plot presents the tails in red colour as they are extreme values. Is that correct?