It seems that libcurl in openwrt is not configured to look for ca certificate in path. CURL_CE_BUNDLE environment variable is only used by curl and not libcurl and there is no environment variable for CA_PATH.
Here is my solution:
1. find curl package in feeds/packages/lib/curl
2. move it to packages/curl
3. change Makefile. add line:
to CONFIGURE_ARGS += section
5. copy /bin/brcm-2.4/libcurl_7.21.3-1_brcm-2.4.ipk to openwrt
6. opkg update libcurl_7.21.3-1_brcm-2.4.ipk
7. now the certificates in /etc/ssl/certs will be used.