It's just a couple of lampshade frames taped together and wrapped in ribbon. I suppose you could use spray paint as well ...
It's kind of reminiscent of these mod frame lights by Iacole and McAllister ...
(umm...did I mention this one above will set you back three grand? yeah. do it my way. mo' betta.)
|Paint, wrap in ribbon, whatever you're gonna do for color.|
(you can buy either the plug-in version or the type with a canopy that gets hard-wired to the ceiling)