Solution : https://service.sap.com/sap/support/notes/726276 (SAP Service marketplace login required)
Key words : 
calendar year-dependent fiscal year variant, system generates error message gu506, generate error message gu506, fiscal year variant, shortened fiscal year, system automatically recognizes, attached program correction, year-dependent, year shift, terms lgupdf01
Related Notes : 
       
| 685318 | Error message GU508: no periods found | 
| 672255 | Shortened fiscal year/changing fiscal periods |