There were 2 problems:

1) My site was not moved properly, there were some updated in the solution file. Had to remove all references from the project and then add one by one to the Website project from projects.

2) By default, trust level is set to Medium in web.config. One of my DNN modules requires AJAX, and it throws a security exception in the hosting environment. However it doesn't throw locally, because I believe I installed AJAX Library, and therefore System.Web.Extensions.dll was installed to GAC. In the hosting environment the DLL is not installed to GAC and DNN uses reflection to load ScriptManager from System.Web.Extensions.dll that is located in the bin directory. This action is denied in the Medium trust level. Fortunatelly, the hosting environment CAS Policy allows ReflectionPermission, so when I set trust level to Full it worked.