Police buses headed into Kiev on Monday after thousands of protesters refused to yield overnight, despite freezing temperatures and snow. Demonstrators have built barricades outside key government buildings, although activists began evacuating ones they have been occupying for days. Police sealed entrances to the subway station near the city administration building after an alleged bomb threat. Protests began three weeks ago after Ukrainian President Viktor Yanukovych abandoned plans for closer ties with the European Union. Last week, Yanukovych announced plans to create a customs union with Russia, leading hundreds of thousands to protest on Sunday in Kiev and even topple a statue of former Soviet leader Vladimir Lenin. But Ukraine depends on Russia for natural gas, and its main supplier, Gazprom, has claimed Ukraine is behind on payments.