To my knowledge and testing the following are not a native functions or ODBC extension as of Teradata 14.0:
DATE_FORMAT(EVENT_GMT_TIMESTAMP,'%M-%Y')
CONCAT(EXTRACT(YEAR FROM EVENT_GMT_TIMESTAMP), EXTRACT(MONTH FROM EVENT_GMT_TIMESTAMP)) AS YEAR_MONTH,
'YEAR_MONTH' is not a valid INTERVAL type for use with the EXTRACT
function here:
EXTRACT(YEAR_MONTH FROM EVENT_GMT_TIMESTAMP) AS YEAR_MONTH,
Consider the following instead:
EXTRACT(YEAR FROM EVENT_GMT_TIMESTAMP) || '-' || EXTRACT(MONTH FROM EVENT_GMT_TIMESTAMPE) AS YEAR_MONTH,
Although your first solution is probably the most flexible in terms of formatting options available within the database.