Material changes from editor script are lost on save

I am changing a material texture in an editor script. Once run, I can see the changes in the editor window, but when I save my scene or hit play, the changes are lost. Here is my code:

         var mySkyBox = Resources.Load<Material>("mySkyBox");
 
         Undo.RecordObject(mySkyBox, "setting mySkyBox texture");
 
         var texture = new Texture2D(2, 2);
         texture.LoadImage(File.ReadAllBytes("texturePath"));
         mySkyBox.SetTexture("_UpTex", texture);
 
         EditorUtility.SetDirty(mySkyBox);

I have also tried using LoadMainAssetAtPath to load the material but that does not work either.

I am using Unity 5.3.7f1

Can someone please tell me how I can correctly edit a material in an editor script and have the changes persist?

Thanks.