Denmark’s Magnus Cort moved to the top of the overall standings of Paris-Nice on Tuesday despite Jumbo-Visma winning the team time trial on stage three in central France.
Nielsen, 30, holds a one-second advantage over Belgian Nathan Van Hooydonck in second place and three seconds over Australian Michael Matthews in third.
Wednesday’s fourth stage is a 165km ride south from Saint-Amand-Montrond to La Loge des Gardes passing through Vichy.
“I thought it was a good route, it wasn’t very technical, but not completely flat either,” Cort said.
“Tomorrow? It will be a difficult day but I will do my best to keep the jersey.”
Tour de France champion and Cort’s compatriot Jonas Vingegaard is in fifth spot, with UAE Team Emirates’ two-time Grand Boucle winner Tadej Pogacar in 10th.
The fourth stage marks the start of three days of climbing near the cities of Clermont and Lyon.
“The team is in a good place, but we wanted to create a bigger gap between ourselves and our rivals, but all in all we’re happy with the result,” Jumbo’s Vingegaard said.
“Now, it’s time for the mountains and we’ll see who the strongest is.”
The day marked a change in the team time trial format with the clock stopping as the first rider crossed the line rather than the fourth or fifth.
After a 32.2km ride around the small village of Dampierre-en-Burly, Jumbo pipped Cort’s EF Education-EasyPost team by one second.
Matthews’ Jayco Alula were third, four seconds behind in cloudy conditions on the ‘Race to the Sun’ which ends on Sunday on the Cote d’Azur in Nice.