The concept of the Day of the Lord is a time in which Yahweh intervenes powerfully and effectively into the affairs of this world.1 The Day of the Lord can include, but is not limited to warfare, cleansing, redemption and theophany. The Day of the Lord means that something big has happened, is happening, or is going to happen. Sometimes it takes revelation to see that what has occurred is an act of God rather than the normal everyday affairs of men. By this definition every act of our Lord Jesus Christ would be considered The Day of the Lord, as well as His entire ministry.
These concepts in Zechariah include punishing the enemies of Jerusalem (Zechariah 12:1-9). Zechariah prophecies the piercing of our Lord Jesus Christ who is of the house of David (Zechariah 12:10). Zechariah 13:1-2 speaks of cleansing the house of David and Jerusalem from Idolatry.
Joel uses five references to The Day of the Lord that span the entire book.2 The concept in Joel goes from The Day of the Lord being an attack against Israel to Israel being rescued. First they will be punished, but the they will be rescued. In Joel 2:31-32 The Day of the Lord means destruction, but there is a promise to escape destruction with repentance.
The Day of the Lord concept is much larger than any one prophet. Therefore, to understand the concept of The Day of the Lord we must derive that concept from all of scripture. The Day of the Lord is when God directly intervenes in the affairs of men. That intervention can be either grace or wrath and may even be both at the same time. The concept of The Day of the Lord would, therefore, include the theophany of Yahweh appearing to Abraham in Genesis chapter 18 (grace) followed by the destruction of Sodom in chapter 19 (wrath). Once you understand that The Day of the Lord to be a time in which Yahweh intervenes powerfully and effectively into the affairs of this world you will see it in all of scripture whether declared as such or not.
1 J. D. Baker, “Day of the Lord” in Dictionary of the Old Testament Prophets, ed. Mark J. Boda and J. Gordon McConville (Downers Grove, IL: IVP Academic, 2012), 142.