Deposed president who still claims to be leader to hold press conference in southern city of Rostov on Friday

Ukraine's ousted president, Viktor Yanukovych, has surfaced in Russia and is still claiming to be the legitimate ruler of his country, according to Russian media reports quoting top government sources.

"Given that President Yanukovych appealed to Russian authorities with a request to guarantee his personal safety, that request has been granted on Russian territory," a government source told Interfax.

An appeal to Ukrainian citizens from Yanukovych said: "My allies and I were being threatened with revenge and so I was forced to ask the Russian authorities to guarantee my personal safety from the actions of extremists."

Yanukovych said he continues to believe he is the legitimate president of Ukraine and wants to achieve a compromise that would enable Ukraine to exit the crisis. The deposed president called the current session of Ukraine's parliament – which among other things is electing a new government – "illegitimate".

"There is an orgy of extremism on the streets of many cities," wrote the president. "I am certain that in these conditions all the decisions taken [by the parliament] will be ineffective and not carried out.

"In this situation, I officially declare that I am determined to fight to the end for the implementation of important compromise agreements that will bring Ukraine out of the deep political crisis."

On Thursday evening it was announced that Yanukovych would give a press conference on Friday afternoon in the southern Russian city of Rostov on Don – contradicting earlier claims that he was in the Moscow region staying at a top government sanatorium that has previously hosted officials such as Leonid Brezhnev and Boris Yeltsin. No other details about the press conference were immediately available.

The president has lost authority even among his closest allies following his flgiht from Kiev – the mayor of a town in his eastern heartland has described him as "history", his close aides have fled and even the oligarch most tightly allied to him, Rinat Akhmetov, has said he is ready to work with the new authorities.

Ukraine's new prime minister, Arseniy Yatsenyuk, accused Yanukovich's government on Thursday of stripping state coffers, saying $37bn of credit had "disappeared in an unknown direction".

Speaking in parliament before he was appointed head of a national unity government, Yatsenyuk said that in the past three years "the sum of $70bn was paid out of Ukraine's financial system into offshore accounts".

"I want to report to you: the state treasury has been robbed and is empty," he said.

The new government's authority does not extend to Crimea, and it is possible Yanukovych may find support there. However, even in areas that are cynical about the makeup of the new government, there is little support for Yanukovych personally.

He left his opulent Kiev residence – now open to the public – in a hurry on Friday night, and last appeared in the role of president in a television interview on Saturday when he compared the new government in Kiev to the Nazis.

It is believed that he fled the port of Sevastopol by boat after being refused permission to leave the country from Donetsk, and arrived in Russia by sea.

The acting interior minister, Arsen Avakov, said he had not ordered a full-scale search to track down Yanukovych in Crimea because he felt that political stability in the region was more important than the fate of the ex-president.

The Ukrainian parliament has voted that Yanukovych should be sent to the international criminal court in The Hague, though legal experts have said the court would be unlikely to take on such a case.